LassoLarsCVRegressor
LassoLarsCVRegressor
A model type for constructing a Lasso model fit with least angle regression (LARS) with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.
From MLJ, the type can be imported using
LassoLarsCVRegressor = @load LassoLarsCVRegressor pkg=MLJScikitLearnInterface
Do model = LassoLarsCVRegressor()
to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in LassoLarsCVRegressor(fit_intercept=...)
.
Hyper-parameters
fit_intercept = true
verbose = false
max_iter = 500
precompute = auto
cv = 5
max_n_alphas = 1000
n_jobs = nothing
eps = 2.220446049250313e-16
copy_X = true
positive = false