Help Visualizing & Optimizing Lasso Results

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Greg
Greg on 17 Dec 2014
I have a matrix of data (112x19) with corresponding Y's. I used the lasso regression function (model type = quadratic) to perform a regression, and I'm attempting to visualize the results for the purposes of gaining insight into the relative impact of the predictors. Now I'm stuck.
I can extract the resultant regression equation by hand and create a meshgrid / surface plot to show two predictors, but that gets very large, and doesn't scale well at all. I took a crack at using rstool, but that doesn't seem to work either. So, does anyone have suggestions for ways to:
  1. Create plots to visualize the results of a lasso regression. Ideally a response surface plot would be great, but alternatively, the use of the plotSlice (or other tools available for stepwise regression, etc) would be great.
  2. The use of optimization routines would be of interest. Is it possible to take the results of a lasso regression and use it in the Optimization toolbox. (I don't have this yet, but am considering it).

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