Thread Subject:

Regularization for regression

I am using Matlab 2011a. I wanted to run regression model and vary the the regularization term on my dataset. The function which I know of is lasso , but it is only available in 2011b and later. Can someone tell me which other functions of regression model can I use with control over regularization term.

Thanks

> I am using Matlab 2011a. I wanted to run regression model and vary the the
> regularization term on my dataset. The function which I know of is lasso ,
> but it is only available in 2011b and later. Can someone tell me which
> other functions of regression model can I use with control over
> regularization term.

There is a LARS function on the MATLAB File Exchange. I dont have any
personal experience with it.

There is a ridge function in the Statistics Toolbox. It does a type of
regularization where the coefficients don't become zero exactly, but they
shrink toward zero.

-- Tom

"Tom Lane" <tlane@mathworks.com> wrote in message <k27nlm$sme$1@newscl01ah.mathworks.com>...
> > I am using Matlab 2011a. I wanted to run regression model and vary the the
> > regularization term on my dataset. The function which I know of is lasso ,
> > but it is only available in 2011b and later. Can someone tell me which
> > other functions of regression model can I use with control over
> > regularization term.
>
> There is a LARS function on the MATLAB File Exchange. I dont have any
> personal experience with it.
>
> There is a ridge function in the Statistics Toolbox. It does a type of
> regularization where the coefficients don't become zero exactly, but they
> shrink toward zero.
>
> -- Tom
Thanks for the help