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lassoPlot - Trace plot of lasso fit

Syntax

ax = lassoPlot(B)
ax = lassoPlot(B,FitInfo)
ax = lassoPlot(B,FitInfo,Name,Value)
[ax,figh] = lassoPlot(B,...)

Description

ax = lassoPlot(B) creates a trace plot of the values in B against the L1 norm of B. ax is a handle to the plot axis.

ax = lassoPlot(B,FitInfo) creates a plot with type depending on the data type of FitInfo and the value, if any, of the plotType name-value pair.

ax = lassoPlot(B,FitInfo,Name,Value) creates a plot with additional options specified by one or more Name,Value pair arguments.

[ax,figh] = lassoPlot(B,...) returns a handle to the figure window.

Input Arguments

B

Coefficients of a sequence of regression fits, as returned from the lasso or lassoglm functions. B is a p-by-NLambda matrix, where p is the number of predictors, and each column of B is a set of coefficients lasso calculates using one Lambda penalty value.

FitInfo

Information controlling the plot:

  • FitInfo is a structure, especially as returned from lasso or lassoglm — lassoPlot creates a plot based on the PlotType name-value pair.

  • FitInfo is a vector — lassoPlot forms the x-axis of the plot from the values in FitInfo. The length of FitInfo must equal the number of columns of B.

Name-Value Pair Arguments

Specify optional comma-separated pairs of Name,Value arguments, where Name is the argument name and Value is the corresponding value. Name must appear inside single quotes (' '). You can specify several name and value pair arguments in any order as Name1,Value1,...,NameN,ValueN.

'Parent'

Axis in which to draw the plot.

Default: New plot

'PlotType'

Choose the plot type when you give a FitInfo vector or structure:

FitInfo TypePlotTypePlot
Vector or Structure'L1'plotLasso creates the x-axis from the L1 norm of the coefficients in B. The x-axis at the top of the plot contains the degrees of freedom (df), meaning the number of nonzero coefficients of B.
 
Structure'Lambda'plotLasso creates the x-axis from the Lambda field of FitInfo. The x-axis at the top of the plot contains the degrees of freedom (df), meaning the number of nonzero coefficients of B. 
 
Cross-Validated Structure'CV'

  • For each Lambda, plots an estimate of the mean squared prediction error on new data for the model fitted by lasso with that value of Lambda.

  • Plots error bars for the estimates.

  • Plots the value of Lambda with minimum cross-validated MSE.

  • Plots the greatest Lambda that is within one standard error of minimum MSE (so makes the sparsest model within that region).

 

Default: 'L1'

'PredictorNames'

Cell array of strings to label each coefficient of B. If the length of PredictorNames is less than the number of rows of B, the remaining labels are padded with default values.

lassoPlot uses the predictor names in FitInfo only if:

  • You created FitInfo with a call to lasso that included a PredictorNames name-value pair.

  • You call lassoPlot without a PredictorNames name-value pair.

  • You include FitInfo in your lassoPlot call.

Default: {'B1','B2',...}

'XScale'

  • 'linear' for linear x-axis

  • 'log' for logarithmic scaled x-axis

Default: 'linear', except 'log' for the 'CV' plot type

Output Arguments

ax

Handle to the axis of the plot (see Setting Axis Parameters).

figh

Handle to the figure window (see Graphics Windows — the Figure).

Examples

Fit a regularized model of the acetylene data with lasso, and plot the fits with the default plot type:

load acetylene
X = [x1 x2 x3];
D = x2fx(X,'interaction');
D(:,1) = []; % No constant term
B = lasso(D,y);
lassoPlot(B);

 

Fit a regularized model of the acetylene data with lasso, and plot the fits with the Lambda plot type and logarithmic scaling:

load acetylene
X = [x1 x2 x3];
D = x2fx(X,'interaction');
D(:,1) = []; % No constant term
[B FitInfo] = lasso(D,y);
lassoPlot(B,FitInfo,'PlotType','Lambda','XScale','log');

 

Fit a regularized model of the acetylene data with lasso and cross validation, and plot the cross-validated fits:

load acetylene
X = [x1 x2 x3];
D = x2fx(X,'interaction');
D(:,1) = []; % No constant term
[B FitInfo] = lasso(D,y,'CV',10);
lassoPlot(B,FitInfo,'PlotType','CV');

See Also

lasso | lassoglm

How To

  

 

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