Help Visualizing & Optimizing Lasso Results
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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:
- 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.
- 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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