Lasso with no intercept

Hi all, I want to use the lasso function in the statistics toolbox but with no intercept. Kind of forcing the \beta_0 to be zero. Is there an easy way to do that ? Cheers, Ahmed

Answer 1

[Dani Klein]

I was having the same problem, and as Yu Bai mentioned, the official documentation

(https://nl.mathworks.com/help/stats/lasso.html) says you can use

B = lasso(X,y,'Lambda',lambda,'Intercept',false).

It occured to me that the documentation of MATLAB R2019b did not say this. Therefore, I thought that it might be new in the 2020a version and I was right. I updated the software, implemented it, and it works. So you should consider the update.

Answer 2

[Thomas Barrios]

I want to know the answer to this as well.

Answer 3

[Rafa Valero]

Any answers? Please

Answer 4

[Qiang ZHU]

same here

Answer 5

[Yu Bai]

It is a bit strange as official documentation of lasso contains an "Intercept" option but actually it is not implemented.