Code_lasso

所属分类:其他
开发工具:matlab
文件大小:58KB
下载次数:8
上传日期:2018-05-29 12:22:52
上 传 者mitchell0310
说明:  random lasso分类算法,Lasso回归和岭回归的区别在于它的惩罚项是基于L1的范数,因此,它可以将系数控制收缩到0,从而达到变量选择的效果。
(propose a computationally intensive method, the random lasso method, for variable selection in linear models.)

文件列表:
code (0, 2018-02-27)
code\Hw1_1 (0, 2018-02-27)
code\Hw1_1\Ex1.m (1926, 2018-02-27)
code\Hw1_1\Ex2.m (1464, 2018-02-27)
code\Hw1_1\Ex3.m (2237, 2018-02-27)
code\Hw1_1\Ex4.m (1983, 2018-02-27)
code\Hw1_1\Ex4_1.m (2617, 2018-02-27)
code\Hw1_1\function (0, 2018-02-27)
code\Hw1_1\function\adaptive_lasso.m (824, 2018-02-27)
code\Hw1_1\function\cv_lasso.m (1235, 2015-05-31)
code\Hw1_1\function\my_lasso.c (2789, 2015-05-31)
code\Hw1_1\function\my_lasso.mexw64 (17408, 2018-02-27)
code\Hw1_2 (0, 2018-02-27)
code\Hw1_2\Ex1.m (2030, 2018-02-27)
code\Hw1_2\Ex2.m (1360, 2018-02-27)
code\Hw1_2\Ex3.m (2133, 2018-02-27)
code\Hw1_2\Ex4.m (1877, 2018-02-27)
code\Hw1_2\Ex4_1.m (2507, 2018-02-27)
code\Hw1_2\function (0, 2018-02-27)
code\Hw1_2\function\adaptive_lasso.m (824, 2018-02-27)
code\Hw1_2\function\cv_lasso.m (1235, 2015-05-31)
code\Hw1_2\function\my_lasso.c (2789, 2015-05-31)
code\Hw1_2\function\my_lasso.mexw64 (17408, 2018-02-27)
code\Hw2 (0, 2018-02-27)
code\Hw2\Ex1.m (1979, 2018-02-27)
code\Hw2\Ex2.m (1413, 2018-02-27)
code\Hw2\Ex3.m (2186, 2018-02-27)
code\Hw2\Ex4.m (1933, 2018-02-27)
code\Hw2\Ex4_1.m (2567, 2018-02-27)
code\Hw2\function (0, 2018-02-27)
code\Hw2\function\adaptive_lasso.m (824, 2018-02-27)
code\Hw2\function\cv_lasso.m (1235, 2015-05-31)
code\Hw2\function\my_lasso.c (2789, 2015-05-31)
code\Hw2\function\my_lasso.mexw64 (17408, 2018-02-27)
code\Hw3 (0, 2018-02-27)
code\Hw3\Ex1.m (1766, 2018-02-27)
code\Hw3\Ex2.m (1200, 2018-02-27)
code\Hw3\Ex3.m (1973, 2018-02-27)
code\Hw3\Ex4.m (1697, 2018-02-27)
code\Hw3\Ex4_1.m (2352, 2018-02-27)
... ...

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