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

Shay_60Shay_60 MemberPosts:2Newbie
inHelp
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 ProfessorPosts:3,380RM 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
    - Head of Data Science Services at RapidMiner -
    Dortmund, Germany
  • Shay_60Shay_60 MemberPosts:2Newbie
    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 ProfessorPosts:3,380RM 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.www.turtlecreekpls.com/learn/video/optimize-demo
    Best,
    Martin

    - Head of Data Science Services at RapidMiner -
    Dortmund, Germany
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