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
Solved! Go to 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/
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