MultiTaskLassoCVRegressor

MultiTaskLassoCVRegressor

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

From MLJ, the type can be imported using

MultiTaskLassoCVRegressor = @load MultiTaskLassoCVRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• eps = 0.001
• n_alphas = 100
• alphas = nothing
• fit_intercept = true
• max_iter = 300
• tol = 0.0001
• copy_X = true
• cv = 5
• verbose = false
• n_jobs = 1
• random_state = nothing
• selection = cyclic