FastRidge - fast ridge regression
This submission implements a ridge regression tool that works efficiently even if the number of predictors (p) is greater than the number of samples (n). Additionally, it implements:
* Search for optimal regularisation parameter using minimum message length and corrected AIC
* Generate regularisation paths
* Fit models with specified regularisation parameters or specified degrees-of-freedom
Zitieren als
Statovic (2024). FastRidge - fast ridge regression (https://www.mathworks.com/matlabcentral/fileexchange/54143-fastridge-fast-ridge-regression), MATLAB Central File Exchange. Abgerufen .
Kompatibilität der MATLAB-Version
Plattform-Kompatibilität
Windows macOS LinuxKategorien
- AI, Data Science, and Statistics > Statistics and Machine Learning Toolbox > Regression > Linear Regression >
Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!Live Editor erkunden
Erstellen Sie Skripte mit Code, Ausgabe und formatiertem Text in einem einzigen ausführbaren Dokument.
Version | Veröffentlicht | Versionshinweise | |
---|---|---|---|
1.3.0.0 | Removed superfluous reference from the file. |
||
1.2.0.0 | Updated example script to include several additional examples. |
||
1.1.0.0 | Included the diabetes dataset for the example script. |
||
1.0.0.0 |