From the course: Machine Learning & AI Foundations: Linear Regression
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Lasso and elastic net - SPSS Tutorial
From the course: Machine Learning & AI Foundations: Linear Regression
Lasso and elastic net
- [Instructor] We're going to stay in the waste dataset, and now we're going to go up to analyze, regression, linear OLS alternatives, and our second choice, lasso. So when you look at this, it looks so similar to ridge that you really can't tell the difference. Let's populate the variables here. Everything's identical so far. And go to options, and this looks very, very similar as well. So what's the difference between the two? Well, there's 2 differences that are noteworthy. It's a different kind of penalty that's being applied, and then the second difference that's worth mentioning is that while Ridge has the coefficients approach 0 when they're not a good predictor, they can actually achieve 0 in lasso. So some folks favor it as a data reduction technique, but I'm actually going to click on cancel and not proceed, because we're about to practice the grid search. And we're going to do the grid search in elastic net, and it…
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