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# Thread Subject: Regularization for regression

 Subject: Regularization for regression From: Shahid Date: 4 Sep, 2012 23:26:08 Message: 1 of 3 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
 Subject: Regularization for regression From: Tom Lane Date: 5 Sep, 2012 14:30:14 Message: 2 of 3 > 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
 Subject: Regularization for regression From: Shahid Date: 7 Sep, 2012 09:31:06 Message: 3 of 3 "Tom Lane" wrote in message ... > > 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

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