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

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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

Accepted Answer

Alan Weiss
Alan Weiss on 23 May 2022
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

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