MATLAB Answers

lasso regression non-positive constraints

4 ビュー (過去 30 日間)
Rini 2014 年 11 月 6 日
編集済み: John D'Errico 2018 年 3 月 31 日
Hello, I read about the l1_ls package to solve large sparse problems. It has another version to solve lasso with non-negative constraints. I went through the code of both l1_ls and l1_ls_nonneg. But I am not sure what changes to make in the code to implement lasso with non-positive constraints. Can someone please help me?
Thanks so much!
  1 件のコメント
Sandipan 2018 年 3 月 31 日
Could you solve the problem??? I have a solution using Bayesian method...


回答 (1 件)

John D'Errico
John D'Errico 2018 年 3 月 31 日
編集済み: John D'Errico 2018 年 3 月 31 日
Suppose you were to just negate your dependent variable?
Solve now, using non-negative solver. You already know how to use that.
Finally, negate the coefficients.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by