How to get the predicted variables name in LASSO function?
8 ビュー (過去 30 日間)
古いコメントを表示
Guilherme de Freitas
2022 年 10 月 14 日
コメント済み: Guilherme de Freitas
2022 年 10 月 14 日
Hi there,
I am currently using the function [ba,fitinfoa] = lasso() as a feature selection. And, in the Matlab documentation for this function (https://www.mathworks.com/help/stats/lasso.html) says that the output [fitinfoa] gives these variables in the structure: Intercept, Lambda, Alpha, DF, MSE, PredictorNames, UseCovariance, SE, LambdaMinMSE, Lambda1SE, IndexMinMSE, and Index1SE.
So, here is my question: How exactly should be in the function for the fitinfoa displays the actual features chosen by the model in the PredictorNames.
Here is my code:
%% LASSO
var_names_test = {'a1','a2','a3','a4','a5','a6','a7','a8','a9','a10'};
test_array = rand(10:10);
predictor_array = [1 0 1 0 0 0 1 0 1 1].';
[ba,fitinfoa] = lasso(test_array,double(predictor_array),'CV',5,'Alpha',1);
Lasso_all = lassoPlot(ba,fitinfoa,'PlotType','L1','XScale','linear',...
'PredictorNames',var_names_test);
set(findall(gcf,'-property','FontSize'),'FontSize',9)
set(findall(gcf,'-property','LineWidth'),'LineWidth',1)
box off
xlabel('L1 norm')
ylabel('Regression coefficients')
legend('show')
%% Structured output (call fitinfoa)
fitinfoa
%should display something like this
%struct with fields:
%Intercept: [2.393890179365678 … ]
%Lambda: [0.001605722707983 … ]
%Alpha: 1
%DF: [9 9 9 9 9 9 9 9 9 9 9 8 8 8 … ]
%MSE: [0.877111834461079 … ]
%PredictorNames: {}
%UseCovariance: 0
%SE: [0.245298269937858 … ]
%LambdaMinMSE: 0.127250778557508
%Lambda1SE: 0.354082850313371
%IndexMinMSE: 48
%Index1SE: 59
As you can see, PredictorNames: {} is empty, although a few variables were selected!
No idea why. Can someone help me, please?
0 件のコメント
採用された回答
the cyclist
2022 年 10 月 14 日
You only supplied the PredictorNames input in your call to LassoPlot, not to lasso itself.
var_names_test = {'a1','a2','a3','a4','a5','a6','a7','a8','a9','a10'};
test_array = rand(10:10);
predictor_array = [1 0 1 0 0 0 1 0 1 1].';
[ba,fitinfoa] = lasso(test_array,double(predictor_array),'CV',5,'Alpha',1,'PredictorNames',var_names_test);
fitinfoa.PredictorNames
3 件のコメント
the cyclist
2022 年 10 月 14 日
You can infer that from the first output, ba.
There is one column of ba for each value of Lambda. The zero coefficients are the "not relevant" ones, as you call them. (The number of zero coefficients depends on the value of Lambda, of course.)
その他の回答 (0 件)
参考
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!