LarsRegressor

LarsRegressor

A model type for constructing a least angle regressor (LARS), based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

LarsRegressor = @load LarsRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• fit_intercept = true
• verbose = false
• precompute = auto
• n_nonzero_coefs = 500
• eps = 2.220446049250313e-16
• copy_X = true
• fit_path = true