Lasso with no intercept

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Ahmed ELSheikh
Ahmed ELSheikh on 8 Apr 2012
Answered: Dani Klein on 11 May 2020
Hi all, I want to use the lasso function in the statistics toolbox but with no intercept. Kind of forcing the \beta_0 to be zero. Is there an easy way to do that ? Cheers, Ahmed

Answers (5)

Dani Klein
Dani Klein on 11 May 2020
I was having the same problem, and as Yu Bai mentioned, the official documentation
B = lasso(X,y,'Lambda',lambda,'Intercept',false).
It occured to me that the documentation of MATLAB R2019b did not say this. Therefore, I thought that it might be new in the 2020a version and I was right. I updated the software, implemented it, and it works. So you should consider the update.

Thomas Barrios
Thomas Barrios on 17 Aug 2014
I want to know the answer to this as well.

Rafa Valero
Rafa Valero on 17 Oct 2015
Any answers? Please

Qiang ZHU
Qiang ZHU on 16 Jan 2019
same here

Yu Bai
Yu Bai on 11 May 2020
It is a bit strange as official documentation of lasso contains an "Intercept" option but actually it is not implemented.

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