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What is the Lambda matrix in Lasso classification in Matlab?

Asked by Benjamin on 15 Mar 2019
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: lasso2.png
  • 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 ?
Thank you.

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