Can you use Lasso for logistic regression?
2 Answers. There is a package in R called glmnet that can fit a LASSO logistic model for you! More precisely, glmnet is a hybrid between LASSO and Ridge regression but you may set a parameter α=1 to do a pure LASSO model. Since you are interested in logistic regression you will set family=”binomial”.Click to…
2 Answers. There is a package in R called glmnet that can fit a LASSO logistic model for you! More precisely, glmnet is a hybrid between LASSO and Ridge regression but you may set a parameter α=1 to do a pure LASSO model. Since you are interested in logistic regression you will set family=”binomial”.Click to see full answer. Subsequently, one may also ask, what is lasso logistic regression?In statistics and machine learning, lasso (least absolute shrinkage and selection operator; also Lasso or LASSO) is a regression analysis method that performs both variable selection and regularization in order to enhance the prediction accuracy and interpretability of the statistical model it produces. how does Lasso regression work? Lasso regression is a type of linear regression that uses shrinkage. Shrinkage is where data values are shrunk towards a central point, like the mean. The lasso procedure encourages simple, sparse models (i.e. models with fewer parameters). The acronym “LASSO” stands for Least Absolute Shrinkage and Selection Operator. In this manner, why do we use Lasso regression? The goal of lasso regression is to obtain the subset of predictors that minimizes prediction error for a quantitative response variable. The lasso does this by imposing a constraint on the model parameters that causes regression coefficients for some variables to shrink toward zero.How do you choose lambda in Lasso regression?Hence, much like the best subset selection method, lasso performs variable selection. The tuning parameter lambda is chosen by cross validation. When lambda is small, the result is essentially the least squares estimates. As lambda increases, shrinkage occurs so that variables that are at zero can be thrown away.
