how can I automaticlly optimize hyperparameter for lasso regression. I could not set the function input as variable.

for i = 0:0.1:1

[B,FitInfo] = lasso(XTrain,yTrain,"Alpha",i);%alpha could not be variable like i. it's ok to use constant like 0.75.

error = sum(abs(yTest-yhat));

end

Answer 1

[Alan Weiss]

As stated in the documentation, you cannot set Alpha = 0. The Alpha parameter must be strictly positive (and no more than 1).

Alan Weiss

MATLAB mathematical toolbox documentation