Hi. My question is about the matrix of Lambda in Matlab when we are using the Lassoglm command. As lasso classification uses a penalty term as a constraint to shrink the coefficients of some variables to zero and it is using the formulation of
I need to know:
- what is the values in the B matrix (B = lassoglm(X,Y))? Let's say B is a 15x100 matrix in which the 15 is the number of terms (X) and 100 is the number of Lambda?
- I also need to know what does the Lambda matrix that Matlab provides, B, represent which of the parameters in the equation above?
- can I use the Lambda matrix values, as coefficient for forming a logistic equation like ?