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IBMPredictiveAnalytics/STATS_LINEAR_ELASTIC_NET_REGRESSION

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Linear Elastic Net Regression

Summary

Fits linear elastic net regression models using Python sklearn classes.

Description

Fits regularized linear regression models combining L1 and L2 loss penalties using the Python sklearn.linear_model.ElasticNet class for a dependent variable on one or more independent variables, and includes optional modes to display trace plots and to select L1 ratio and alpha hyperparameter values based on crossvalidation.