enet efficient elastic net algorithm.
DESCRIPTION
Fast implementation of elastic net linear and logistic regression by
Friedman et al. Without arguments, this method automatically determines
the lambda path and uses cross-validation to find the best lambda. The
parameter 'family' determines whether to use linear regression
(gaussian) or logistic regression (binomial or multinomial). The mixing
parameter alpha controls the influence of the 11 (alpha=1) and l2 regularizer
(alpha = 0). Negative weights indicate the class with label 1. Positive
weights indicate the class with label 2.
REFERENCE
Regularization paths for generalized linear models via coordinate descent
by Friedman et al.
EXAMPLE
X = randn(100,20); Y = [ones(50,1); 2*ones(50,1)];
X(1:50,1:10) = X(1:50,1:10)+1; X(51:100,11:20) = X(51:100,11:20)+1;
m = dml.enet('family','binomial');
m = m.train(X,Y);
Z = m.test(X);
X = rand(15,20); Y = [1 1 1 1 1 2 2 2 2 2 3 3 3 3 3]'; X(1:5,:) = X(1:5,:)+1;
m = dml.enet('family','multinomial');
m = m.train(X,Y);
Z = m.test(X);
DEVELOPER
Marcel van Gerven (m.vangerven@donders.ru.nl)