Group Lasso Regression

[acerdell]

Hi,

I have dummy variables and I want to Lasso Regression for feature selection, thus I need to use the group lasso regression function.

I was wondering if there was a doable way to handle this on alteryx

[CharlieS · Accepted solution]

Hi @acerdell 

The Linear Regression tool does have Lasso functionality, but not group Lasso for dummy sets. For that functionality, you can utilize a software package from R or Python with the corresponding Alteryx tools for each language. 

In R there's the 'grplasso', or 'gglasso' packages that can be used in the R tool:

https://cran.r-project.org/web/packages/grplasso/grplasso.pdf 

https://cran.r-project.org/web/packages/gglasso/gglasso.pdf 

https://help.alteryx.com/current/designer/r-tool 

or 'group-lasso' from PyPI:
https://pypi.org/project/group-lasso/ 

https://help.alteryx.com/current/designer/python-tool