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louiscklaw 9035c1312b update,
2025-02-01 02:09:32 +08:00

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639 B
Matlab

% EXAMPLES OF REGULARIZATION
%%%%%%%%%%%%%%%%%% LASSO %%%%%%%%%%%%%%%%%%
load predictors;
for i=1:100
T(i)=X(i,:)*[0 0 0 0 0 4*ones(1,6)]'+normrnd(0,0.5);
end
[B,FitInfo] = lasso(X,T,'CV',10,'Standardize', 0 , 'Alpha' ,1 );
ax = lassoPlot(B,FitInfo, 'PlotType', 'Lambda');
B(:,FitInfo.IndexMinMSE)
FitInfo.MSE(FitInfo.IndexMinMSE)
%%%%%%%%%%%%%%%%%% ELASTIC NET %%%%%%%%%%%%%%%%%%
load predictors;
for i=1:100
T(i)=X(i,:)*[0 0 0 0 0 4*ones(1,6)]'+normrnd(0,0.5);
end
[B1,FitInfo1] = lasso(X,T,'CV',10,'Standardize', 0 , 'Alpha' ,0.8);
ax1 = lassoPlot(B1,FitInfo1);
B1(:,FitInfo1.IndexMinMSE)
FitInfo1.MSE(FitInfo1.IndexMinMSE)