Regularized Regression Model.Regularization Parameter Property
Gets or sets the scale factor for the regularization terms in the model.
Definition
Namespace: Extreme.Statistics
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
public double RegularizationParameter { get; set; }
Property Value
DoubleRemarks
Use the regularization parameter in combination with the RegularizationRatio property to perform ridge, LASSO, or elastic-net regression. This parameter specifies the importance of the regularization terms relative to the sum of the squared residuals. Its value must be greater than or equal to zero.
If this property is zero, then ordinary linear regression is performed.
This property is ignored when stepwise regression is used.