LarsRegressor

LarsRegressor

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

From MLJ, the type can be imported using

LarsRegressor = @load LarsRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

  • fit_intercept = true
  • verbose = false
  • precompute = auto
  • n_nonzero_coefs = 500
  • eps = 2.220446049250313e-16
  • copy_X = true
  • fit_path = true