fitrlinear for large data set
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I am trying a large regression/lasso model with n=90000 rows and p=500 columns
[mhat,FitInfo]=fitrlinear(X,y,'Learner','leastsquares');
I tryied also additional parameters
'solve','sparsa'
'Regularization','lasso'
The problem is that, when X has 200 columns or more, all the elements of mhat.Beta are ZERO
Do you have any suggestion about that?
Thanks,
Alessandro
답변 (1개)
Aditya Patil
2021년 3월 29일
With high dimensional data, it is expected that some of the predictors won't have much effect on the response.
As a workaround, you can try to reduce the dimension using Dimensionality Reduction and Feature Extraction techniques.
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Aditya Patil
2021년 3월 29일
Can you provide the data so that I can reproduce the issue? Also provide the output of the version command.
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