Need to know if theres a way to implement Lasso in Linear regression?
I started with rapidminer yesterday and wanted to know if operators are available to perform ridge regression and laso regression in rapidminer.
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Altair EmployeeHi,
just check the GLM operator. You just need to set alpha to 0 or 1 to get Ridge or Lasso.
BR,
Martin
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?
Altair EmployeeHi @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