LassoLarsICRegressor

LassoLarsICRegressor

A model type for constructing a Lasso model with LARS using BIC or AIC for model selection, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

LassoLarsICRegressor = @load LassoLarsICRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• criterion = aic
• fit_intercept = true
• verbose = false
• precompute = auto
• max_iter = 500
• eps = 2.220446049250313e-16
• copy_X = true
• positive = false