Documentation

Regularization

Ridge regression, lasso, elastic nets

For greater accuracy on low- through medium-dimensional data sets, implement least-squares regression with regularization using lasso or ridge.

For reduced computation time on high-dimensional data sets that fit in the MATLAB® Workspace, fit a regularized linear regression model using fitrlinear.

Classes

RegressionLinear Linear regression model for high-dimensional data
RegressionPartitionedLinear Cross-validated linear regression model for high-dimensional data

Functions

lasso Regularized least-squares regression using lasso or elastic net algorithms
ridge Ridge regression
lassoPlot Trace plot of lasso fit
fitrlinear Fit linear regression model to high-dimensional data
predict Predict response of linear regression model
Was this topic helpful?