LassoLarsRegressor

LassoLarsRegressor

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

From MLJ, the type can be imported using

LassoLarsRegressor = @load LassoLarsRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• alpha = 1.0
• fit_intercept = true
• verbose = false
• precompute = auto
• max_iter = 500
• eps = 2.220446049250313e-16
• copy_X = true
• fit_path = true
• positive = false