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

User: "Shay_60"

New Altair Community Member

Updated Nov 5, 2024 by Jocelyn

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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User: "MartinLiebig"

Altair Employee

Hi,

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

BR,

Martin

User: "Shay_60"

New Altair Community Member

OP

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?

User: "MartinLiebig"

Altair Employee

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

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