LassoLarsCVRegressor

LassoLarsCVRegressor

A model type for constructing a Lasso model fit with least angle regression (LARS) with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

LassoLarsCVRegressor = @load LassoLarsCVRegressor pkg=MLJScikitLearnInterface

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