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

Shay_60

I started with rapidminer yesterday and wanted to know if operators are available to perform ridge regression and laso regression in rapidminer.

MartinLiebig

Hi,

just check the GLM operator. You just need to set alpha to 0 or 1 to get Ridge or Lasso.

BR,

Martin

Shay_60

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?

MartinLiebig

Hi @Shay_60 ,

i think you mean lambda, the regularization strength? And of course, you can just optimize on it with Optimize Grid. See: https://academy.rapidminer.com/learn/video/optimize-demo

Best,

Martin