lasso regression non-positive constraints
5 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hello, I read about the l1_ls package http://stanford.edu/~boyd/l1_ls/ to solve large sparse problems. It has another version to solve lasso with non-negative constraints. I went through the code of both l1_ls and l1_ls_nonneg. But I am not sure what changes to make in the code to implement lasso with non-positive constraints. Can someone please help me?
Thanks so much!
1 Kommentar
Antworten (1)
John D'Errico
am 31 Mär. 2018
Bearbeitet: John D'Errico
am 31 Mär. 2018
Suppose you were to just negate your dependent variable?
Solve now, using non-negative solver. You already know how to use that.
Finally, negate the coefficients.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Linear Regression finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!