MultiTaskLassoRegressor

MultiTaskLassoRegressor

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

From MLJ, the type can be imported using

MultiTaskLassoRegressor = @load MultiTaskLassoRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• alpha = 1.0
• fit_intercept = true
• max_iter = 1000
• tol = 0.0001
• copy_X = true
• random_state = nothing
• selection = cyclic