complete separation - convergence issue in GLMs - lassoGLM

2 vues (au cours des 30 derniers jours)
Matthias
Matthias le 28 Juil 2016
How can I deal with convergence issue in GLM?
I tried to use penalized logistic regression. But instead of plots like in the documentation lassoglm
I get the plots below (code also below). Looks like lambda should be close to zero.
I guess this is the convergence issue I hoped to avoid using penalized GLM. My question: why does penalization here not work and how can I make working it?
Plot 1:
Plot 2:
load('GroundTruth.mat') % attached to question
Ybool = label;
X = features;
[B,FitInfo] = lassoglm(X,Ybool, 'binomial',...
'NumLambda',25,'CV',10);
% figure
lassoPlot(B,FitInfo,'PlotType','CV');
% figure
lassoPlot(B,FitInfo,'PlotType','Lambda','XScale','log')

Réponses (0)

Catégories

En savoir plus sur Descriptive Statistics dans Help Center et File Exchange

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by