RegularizedRegressionModel.RegularizationRatio Property

Gets or sets the scale factor for the regularization terms in the model.

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.0
C#
public double RegularizationRatio { get; set; }

Property Value

Double

Remarks

Use the regularization ratio in combination with the RegularizationParameter property to perform ridge, LASSO, or elastic-net regression. Where RegularizationParameter specifies the importance of the regularization terms relative to the sum of the squared residuals, the RegularizationRatio property specifies the relative importance of the L1 and L2 terms. Its value must be between 0 and 1, inclusive. A value of 0 corresponds to ridge regression. A value of 1 corresponds to LASSO. A value in between corresponds to elastic net.

This property is ignored when RegularizationParameter is zero, or when stepwise regression is used.

See Also