ElasticNet and Regularization
ElasticNet is a hybrid of Ridge and Lasso regression which combines their strengths to handle different types of data. With ElasticNet, we can control the strength of the regularization using the alpha parameter, which is similar to the alpha parameter in Ridge and Lasso regression. We can also control the mix of Ridge and Lasso regularization using the l1_ratio
parameter, which controls the proportion of Ridge and Lasso regularization in the model. This is useful when we have a dataset with a mix of features that are highly correlated with each other and some that are not. This recipe will introduce you to a technique that blends the benefits of both regularization techniques we covered previously.
Getting ready
In order to implement ElasticNet regression, we'll use the ElasticNet()
class from the sklearn.linear_model
module. This class is similar to Ridge and Lasso regression, but it combines their strengths to handle different types of data. We can...