lasso regression non-positive constraints

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Rini
Rini il 6 Nov 2014
Modificato: John D'Errico il 31 Mar 2018
Hello, I read about the l1_ls package http://stanford.edu/~boyd/l1_ls/ to solve large sparse problems. It has another version to solve lasso with non-negative constraints. I went through the code of both l1_ls and l1_ls_nonneg. But I am not sure what changes to make in the code to implement lasso with non-positive constraints. Can someone please help me?
Thanks so much!
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Sandipan
Sandipan il 31 Mar 2018
Could you solve the problem??? I have a solution using Bayesian method...

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Risposte (1)

John D'Errico
John D'Errico il 31 Mar 2018
Modificato: John D'Errico il 31 Mar 2018
Suppose you were to just negate your dependent variable?
Solve now, using non-negative solver. You already know how to use that.
Finally, negate the coefficients.

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