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Need to know if theres a way to implement Lasso in Linear regression?
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Need to know if theres a way to implement Lasso in Linear regression?
Shay_60
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Newbie
March 2023
in
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I started with rapidminer yesterday and wanted to know if operators are available to perform ridge regression and laso regression in rapidminer.
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MartinLiebig
Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor
Posts:
3,503
RM Data Scientist
March 2023
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
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Shay_60
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Posts:
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March 2023
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?
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MartinLiebig
Administrator, Moderator, Employee, RapidMiner Certified Analyst, RapidMiner Certified Expert, University Professor
Posts:
3,503
RM Data Scientist
March 2023
Hi
@Shay_60
,
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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Dortmund, Germany
Dortmund, Germany