if u want to know how to read the plots below, please leave messages to me .

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The following graphs are derived from STATA. 岭回归、lasso回归和弹性网回归的求解路径图,辅助变量选择。

本例中有10个变量,进过lasso和Elastic net优化最后选择3个变量。

有需要的,可以留言。

Ridge回归模型求解路径

LASSO模型求解路径

Elastic net solution path

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转载自blog.csdn.net/alphachx/article/details/87872059