https://communities.sas.com/t5/SAS-Data-Science/L2-regularization-in-SAS-E-Miner/m-p/245204#M3597 <P>Hello,</P> <P>&nbsp;</P> <P>As far as I know there is no proc that supports L2 regularization for logistic regression. PROC REG supports L2 regularization for linear regression (called RIDGE regression). One way to get around this is to treat your target as interval variable&nbsp;and use PROC REG; this&nbsp;regularizes the least squares loss function instead of the&nbsp;logistic loss function.&nbsp; Below is the documentation of PROC REG that provides more information about the RIDGE option.</P> <P>&nbsp;</P> <P><A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_reg_syntax08.htm" target="_blank">http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_reg_syntax08.htm</A></P> <P>&nbsp;</P> <P>Hope this helps!</P> <P>&nbsp;</P> <P>Funda</P> Thu, 21 Jan 2016 15:29:57 GMT Funda_SAS 2016-01-21T15:29:57Z https://communities.sas.com/t5/SAS-Data-Science/L2-regularization-in-SAS-E-Miner/m-p/244899#M3595 <P>Dear Mr,Mrs:</P> <P>&nbsp;</P> <P>I want to apply l2 regularization for logistic regression but I found&nbsp; only L1 regularization (LASSO). Can I get any technique or work around about this issue?.</P> Thu, 21 Jan 2016 08:51:16 GMT https://communities.sas.com/t5/SAS-Data-Science/L2-regularization-in-SAS-E-Miner/m-p/244899#M3595 husseinmazaar 2016-01-21T08:51:16Z https://communities.sas.com/t5/SAS-Data-Science/L2-regularization-in-SAS-E-Miner/m-p/245204#M3597 <P>Hello,</P> <P>&nbsp;</P> <P>As far as I know there is no proc that supports L2 regularization for logistic regression. PROC REG supports L2 regularization for linear regression (called RIDGE regression). One way to get around this is to treat your target as interval variable&nbsp;and use PROC REG; this&nbsp;regularizes the least squares loss function instead of the&nbsp;logistic loss function.&nbsp; Below is the documentation of PROC REG that provides more information about the RIDGE option.</P> <P>&nbsp;</P> <P><A href="http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_reg_syntax08.htm" target="_blank">http://support.sas.com/documentation/cdl/en/statug/68162/HTML/default/viewer.htm#statug_reg_syntax08.htm</A></P> <P>&nbsp;</P> <P>Hope this helps!</P> <P>&nbsp;</P> <P>Funda</P> Thu, 21 Jan 2016 15:29:57 GMT https://communities.sas.com/t5/SAS-Data-Science/L2-regularization-in-SAS-E-Miner/m-p/245204#M3597 Funda_SAS 2016-01-21T15:29:57Z