資源簡介
Lasso變量選擇方法創始人的經典代碼,內含多個源代碼,每個可單獨運行.

代碼片段和文件信息
function?[slope_j]?=?computeSlope(wlambdagthreshold)
%?A?function?that?computes?the?appropriate?derivative?for?non-zero?w
%?and?points?zero-valued?w‘s?in?the?right?direction
%
%?Used?by:?LassoActiveSet?LassoGrafting?LassoSubGradient
slope_j?=?zeros(size(w1)1);
slope_j(g?>?lambda)?=?g(g?>?lambda)?+?lambda;
slope_j(g?-lambda)?=?g(g?-lambda)?-?lambda;
slope_j(abs(w)?>?threshold)?=?g(abs(w)>threshold)?+?lambda*sign(w(abs(w)>threshold));
?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----
?????文件?????????449??2007-09-24?14:45??lasso\computeSlope.m
?????文件?????????461??2007-03-22?14:18??lasso\computeViol.m
?????文件?????????863??2008-02-28?13:14??lasso\example_lasso.m
?????文件?????????492??2009-09-17?14:14??lasso\example_lasso_warmStart.m
?????文件????????7799??2009-10-29?12:34??lasso\LassoActiveSet.m
?????文件????????2158??2008-02-28?13:14??lasso\LassoBlockCoordinate.m
?????文件????????4769??2008-02-28?13:14??lasso\LassoConstrained.m
?????文件????????3855??2008-02-28?13:14??lasso\LassoGaussSeidel.m
?????文件????????2951??2008-02-28?13:14??lasso\LassoGrafting.m
?????文件????????4584??2008-02-28?13:14??lasso\LassoIteratedRidge.m
?????文件????????1104??2008-02-28?14:43??lasso\LassoIterativeSoftThresholding.m
?????文件????????1689??2008-02-28?13:14??lasso\LassoNonNegativeSquared.m
?????文件????????4312??2008-02-28?13:14??lasso\LassoPrimalDualLogBarrier.m
?????文件????????2954??2008-02-28?13:14??lasso\LassoProjection.m
?????文件????????1651??2008-02-28?14:19??lasso\LassoShooting.m
?????文件????????2045??2007-07-10?13:30??lasso\LassoSignConstraints.m
?????文件????????2798??2008-02-28?13:14??lasso\LassoSubGradient.m
?????文件????????4514??2008-02-28?13:14??lasso\LassoUnconstrainedApx.m
?????文件???????49082??2003-01-22?03:04??lasso\sub\housing.data
?????文件????????1310??2007-06-17?15:20??lasso\sub\mchol.m
?????文件?????????227??2007-04-26?12:40??lasso\sub\mylogsumexp.m
?????文件?????????227??2007-01-10?23:32??lasso\sub\prepare_housing.m
?????文件????????4394??2007-04-07?15:48??lasso\sub\process_options.m
?????文件????????3965??2007-04-07?15:48??lasso\sub\repmatC.c
?????文件????????7680??2007-04-07?15:48??lasso\sub\repmatC.dll
?????文件???????20682??2007-04-07?15:48??lasso\sub\repmatC.mexglx
?????文件???????10000??2007-04-07?15:48??lasso\sub\repmatC.mexmac
?????文件?????????344??2006-06-27?14:19??lasso\sub\setdiag.m
?????文件?????????428??2007-04-07?15:48??lasso\sub\standardizeCols.m
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