Provides example with interpretations of applying Ridge, Lasso & Elastic Net Regression using Boston Housing data.
R file: [ Ссылка ]
Machine Learning videos: [ Ссылка ]
Includes.
- example with Boston housing data
- illustrates use of caret package
- data partition
- custom control parameters
- cross validation
- linear model
- residuals plot
- use of glmnet package
- ridge regression
- plot results
- log lambda plot
- fraction deviance explained plot
- variable importance plot
- interpretation
- lasso regression
- elastic net regression
- compare models
- best model
- saving and reading final model for later use
- prediction
R is a free software environment for statistical computing and graphics, and is widely used by both academia and industry. R software works on both Windows and Mac-OS. It was ranked no. 1 in a KDnuggets poll on top languages for analytics, data mining, and data science. RStudio is a user friendly environment for R that has become popular.
#ridge #elasticnet #lasso
