Need to know if theres a way to implement Lasso in Linear regression?

Shay_60Shay_60 Member Posts: 2 Newbie
I started with rapidminer yesterday and wanted to know if operators are available to perform ridge regression and laso regression in rapidminer.

Answers

  • MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,483 RM Data Scientist
    Hi,
    just check the GLM operator. You just need to set alpha to 0 or 1 to get Ridge or Lasso.

    BR,
    Martin
    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
  • Shay_60Shay_60 Member Posts: 2 Newbie
    Thank you for answering my question, however, I have another question. Is there a way to find the optimal value of alpha for doing ridge regression?
  • MartinLiebigMartinLiebig Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor Posts: 3,483 RM Data Scientist
    i think you mean lambda, the regularization strength? And of course, you can just optimize on it with Optimize Grid. See: https://academy.rapidminer.com/learn/video/optimize-demo
    Best,
    Martin

    - Sr. Director Data Solutions, Altair RapidMiner -
    Dortmund, Germany
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