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    發(fā)布日期: 2021-05-12
  • 語(yǔ)言: Matlab
  • 標(biāo)簽: lasso回歸??

資源簡(jiǎn)介

LASSO是由1996年Robert Tibshirani首次提出，全稱Least absolute shrinkage and selection operator。該方法是一種壓縮估計(jì)。它通過(guò)構(gòu)造一個(gè)懲罰函數(shù)得到一個(gè)較為精煉的模型，使得它壓縮一些系數(shù)，同時(shí)設(shè)定一些系數(shù)為零。因此保留了子集收縮的優(yōu)點(diǎn)，是一種處理具有復(fù)共線性數(shù)據(jù)的有偏估計(jì)。

資源截圖

代碼片段和文件信息 

function?X?=?center（X）
%?CENTER??Center?the?observations?of?a?data?matrix.
%????X?=?CENTER（X）?centers?the?observations?of?an?nxp?data?matrix?where?n
%????is?the?number?of?observations?and?p?is?the?number?of?variables.
%
%?Author:?Karl?Skoglund?IMM?DTU?kas@imm.dtu.dk

[n?p]?=?size（X）;
X?=?X?-?ones（n1）*mean（X）;

?屬性????????????大小?????日期????時(shí)間???名稱
-----------?---------??----------?-----??----

?????文件????????324??2007-06-27?10:03??lasso\center.m

?????文件???????2452??2007-06-27?10:03??lasso\crossvalidate.m

?????文件????????679??2007-06-27?10:03??lasso\cvplot.m

?????文件?????265664??2007-06-27?10:03??lasso\diabetes.mat

?????文件???????6834??2007-07-13?14:43??lasso\lars.m

?????文件???????6074??2007-06-27?10:03??lasso\larsen.m

?????文件????????383??2007-06-27?10:03??lasso\larsen_test.m

?????文件????????632??2007-06-27?11:13??lasso\lars_test.m

?????文件???????4865??2007-06-27?10:15??lasso\MULASSO.m

?????文件???????4656??2007-06-27?10:15??lasso\MULASSOqp.m

?????文件??????78676??2007-06-30?16:11??lasso\ndata.txt

?????文件??????70488??2007-07-03?14:55??lasso\nndata.txt

?????文件????????343??2007-06-27?10:03??lasso\normalize.m

?????文件???????5114??2007-06-27?10:03??lasso\spca.m

?????文件????????415??2007-06-27?10:03??lasso\spca_test.m

?????文件????????348??2007-06-27?10:03??lasso\standardize.m

?????目錄??????????0??2007-11-27?14:13??lasso

-----------?---------??----------?-----??----

???????????????448165????????????????????18


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