LarsCVRegressor

LarsCVRegressor

A model type for constructing a least angle regressor with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

LarsCVRegressor = @load LarsCVRegressor pkg=MLJScikitLearnInterface

Do model = LarsCVRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in LarsCVRegressor(fit_intercept=...).

Hyper-parameters

• fit_intercept = true
• verbose = false
• max_iter = 500
• precompute = auto
• cv = 5
• max_n_alphas = 1000
• n_jobs = nothing
• eps = 2.220446049250313e-16
• copy_X = true