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Regularization

Ridge regression, lasso, elastic nets

For greater accuracy on low- through medium-dimensional data sets, implement least-squares regression with regularization using lasso or ridge.

For reduced computation time on high-dimensional data sets, fit a regularized linear regression model using fitrlinear.

Functions

lassoLasso or elastic net regularization for linear models
ridgeRidge regression
lassoPlotTrace plot of lasso fit
fitrlinearFit linear regression model to high-dimensional data
predictPredict response of linear regression model

Classes

RegressionLinearLinear regression model for high-dimensional data
RegressionPartitionedLinearCross-validated linear regression model for high-dimensional data

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