Rubens_Zimbres

简单地进行l1正则化回归:

import statsmodels.api as sm
from statsmodels.regression.linear_model import OLS
model = sm.OLS(Y,X)
model2=model.fit_regularized(method='elastic_net', alpha=0.0, L1_wt=1.0, start_params=None, profile_scale=False, refit=False)
model2.params

…调整超参数。

尝试:

pip install setuptools --upgrade
pip install numpy --upgrade