## What is Elastic Net?

## What is elastic net good for?

The elastic net method

**performs variable selection and regularization simultaneously**. The elastic net technique is most appropriate where the dimensional data is greater than the number of samples used.## Is elastic net always better?

**Yes, elastic net is always preferred over lasso & ridge regression**because it solves the limitations of both methods, while also including each as special cases. So if the ridge or lasso solution is, indeed, the best, then any good model selection routine will identify that as part of the modeling process.

## Is elastic net better than Ridge?

Ridge will reduce the impact of features that are not important in predicting your y values.

**Elastic Net combines feature elimination from Lasso and feature coefficient reduction from the Ridge model to improve your model’s predictions**.## Is elastic net convex?

1??/|?|1 +?|?|2 the elastic net penalty, which is

**a convex combination of the lasso and ridge penalty**.## What is L1 ratio in elastic net?

This is called the ElasticNet mixing parameter. Its range is 0 < = l1_ratio < = 1. If l1_ratio = 1, the penalty would be L1 penalty. If l1_ratio = 0, the penalty would be an L2 penalty.

**If the value of l1 ratio is between 0 and 1, the penalty would be the combination of L1 and L2**.## Does ridge regression reduce bias?

Just like Ridge Regression Lasso regression also

**trades off an increase in bias**with a decrease in variance.## Does elastic net do feature selection?

I understand

**elastic net is ’embedded method’ for feature selection**. It basically use a combination of L1 and L2 penalty to shrink the coefficients of those ‘unimportant’ features to 0 or near zero.## How do you choose lambda for ridge regression?

Ridge regression

Selecting a good value for ? is critical. **When ?=0, the penalty term has no effect, and ridge regression will produce the classical least square coefficients**. However, as ? increases to infinite, the impact of the shrinkage penalty grows, and the ridge regression coefficients will get close zero.

## What will happen when you fit degree 4 polynomial in linear regression?

20) What will happen when you fit degree 4 polynomial in linear regression? Since is more degree 4 will be more complex(overfit the data) than the degree 3 model so it will again perfectly fit the data. In such case

**training error will be zero but test error may not be zero**.## What’s the penalty term for the ridge regression?

Ridge regression shrinks the regression coefficients, so that variables, with minor contribution to the outcome, have their coefficients close to zero. The shrinkage of the coefficients is achieved by penalizing the regression model with a penalty term called

**L2-norm**, which is the sum of the squared coefficients.## What is Ridge model?

Ridge regression is

**a way to create a parsimonious model when the number of predictor variables in a set exceeds the number of observations, or when a data set has multicollinearity (correlations between predictor variables)**.## Does elastic net drop variables?

Elastic net is a regression model with a penalty term (?) which penalize parameters so that they don’t become too big. As ? becomes bigger, certain parameters become zero which means that their

**corresponding variables are dropped from the model**.## What is Alpha in elastic net?

In addition to setting and choosing a lambda value elastic net also allows us to tune the alpha parameter where

**? = 0 corresponds to ridge**and ? = 1 to lasso. Simply put, if you plug in 0 for alpha, the penalty function reduces to the L1 (ridge) term and if we set alpha to 1 we get the L2 (lasso) term.## Is lasso better than regression?

**Lasso method overcomes the disadvantage of Ridge regression by not only punishing high values of the coefficients ? but actually setting them to zero if they are not relevant**. Therefore, you might end up with fewer features included in the model than you started with, which is a huge advantage.

## Is elastic net regression convex?

Logistic regression is a

**convex optimization**problem and adding elastic net penalties is adding convex elements.## Can elastic net be used with logistic regression?

In statistics and, in particular,

**in the fitting of linear or logistic regression models, the elastic net is a regularized regression method that linearly combines the L**._{1}and L_{2}penalties of the lasso and ridge methods## Is elastic net better than lasso?

Elastic net is a hybrid of ridge regression and lasso regularization. Like lasso, elastic net can generate reduced models by generating zero-valued coefficients.

**Empirical studies have suggested that the elastic net technique can outperform lasso on data with highly correlated predictors**.## Can you use elastic net for classification?

25.2 Classification

But like lasso and ridge, elastic net can also **be used for classification by using the deviance instead of the residual sum of squares**. This essentially happens automatically in caret if the response variable is a factor.

## What is L1 and L2 regularization?

The differences between L1 and L2 regularization:

**L1 regularization penalizes the sum of absolute values of the weights, whereas L2 regularization penalizes the sum of squares of the weights**.

## How do you do elastic net regression?

## Why is ridge regression biased?

Ridge regression is a term used to refer to a linear regression model whose coefficients are not estimated by ordinary least squares (OLS), but by an estimator, called ridge estimator, that is biased

**but has lower variance than the OLS estimator**.## What is the optimal value of alpha for ridge regression?

**? = ?**: All coefficients zero (same logic as before) 0 < ? < ?: coefficients between 0 and that of simple linear regression.

## What is lasso and ridge regression?

There are three popular regularization techniques, each of them aiming at decreasing the size of the coefficients:

**Ridge Regression, which penalizes sum of squared coefficients (L2 penalty).****Lasso Regression, which penalizes the sum of absolute values of the coefficients (L1 penalty)**.## Who created elastic net?

In 2005,

**Zou and Hastie**introduced the elastic net. When p > n (the number of covariates is greater than the sample size) lasso can select only n covariates (even when more are associated with the outcome) and it tends to select one covariate from any set of highly correlated covariates.## How does ridge regression work?

Ridge regression is a model tuning method that is used to analyse any data that suffers from multicollinearity. This method performs L2 regularization.

**When the issue of multicollinearity occurs, least-squares are unbiased, and variances are large, this results in predicted values being far away from the actual values**.## How do you do elastic net regression in R?

## What happens if the value of lambda is too high?

If your lambda value is too high,

**your model will be simple, but you run the risk of underfitting your data**. Your model won’t learn enough about the training data to make useful predictions. If your lambda value is too low, your model will be more complex, and you run the risk of overfitting your data.## What is lambda in elastic net?

Meanwhile, ? is

**the shrinkage parameter**: when ?=0, no shrinkage is performed, and as ? increases, the coefficients are shrunk ever more strongly. This happens regardless of the value of ?. Cite. Follow this answer to receive notifications.## What is RSS in ridge regression?

The quantity is called the

**residual sum of squares**(RSS), here yi represents the predicted value of the dependent variable. The method of finding the linear model in this way is called the ordinary least squares method.## What will happen when you fit degree 3 polynomial in linear regression?

If we try to fit a cubic curve (degree=3) to the dataset, we can see that

**it passes through more data points than the quadratic and the linear plots**.## What is the F test in linear regression?

In general, an F-test in regression

**compares the fits of different linear models**. Unlike t-tests that can assess only one regression coefficient at a time, the F-test can assess multiple coefficients simultaneously. The F-test of the overall significance is a specific form of the F-test.## Can polynomial regression fits a curve line to your data?

**The most common way to fit curves to the data using linear regression is to include polynomial terms, such as squared or cubed predictors**. Typically, you choose the model order by the number of bends you need in your line. Each increase in the exponent produces one more bend in the curved fitted line.