lasso regression non-positive constraints
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Hello, I read about the l1_ls package http://stanford.edu/~boyd/l1_ls/ to solve large sparse problems. It has another version to solve lasso with non-negative constraints. I went through the code of both l1_ls and l1_ls_nonneg. But I am not sure what changes to make in the code to implement lasso with non-positive constraints. Can someone please help me?
Thanks so much!
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John D'Errico
2018년 3월 31일
편집: John D'Errico
2018년 3월 31일
Suppose you were to just negate your dependent variable?
Solve now, using non-negative solver. You already know how to use that.
Finally, negate the coefficients.
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