lasso regression non-positive constraints
5 views (last 30 days)
Show older comments
Hello, I read about the l1_ls package http://stanford.edu/~boyd/l1_ls/ 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 Comment
Answers (1)
John D'Errico
on 31 Mar 2018
Edited: John D'Errico
on 31 Mar 2018
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.
0 Comments
See Also
Categories
Find more on Linear Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!