Elastic Net Regression
This module contains an implementation of Elastic Net Regression, a powerful linear regression technique that combines both L1 (Lasso) and L2 (Ridge) regularization. Elastic Net is particularly useful when dealing with high-dimensional datasets and can effectively handle correlated features.
Usage
To use Elastic Net Regression, follow these steps:
- Import the ElasticNetRegression class.
- Create an instance of the class, specifying parameters such as the regularization strength (alpha), the ratio between L1 and L2 regularization (l1_ratio), the maximum number of iterations (max_iter), and the tolerance (tol).
- Fit the model to your training data using the fit method.
- Make predictions using the predict method.
Parameters
alpha
: The regularization strength. A positive float value.l1_ratio
: The ratio of L1 regularization to L2 regularization. Should be between 0 and 1.max_iter
: The maximum number of iterations to run the optimization algorithm.tol
: The tolerance for the optimization. If the updates are smaller than this value, the optimization will stop.
Installation
To use this module, make sure you have the required dependencies installed:
Getting Started
To run the Elastic Net Regression module and the tests, use the following commands: