LassoLarsICRegressor

LassoLarsICRegressor

A model type for constructing a Lasso model with LARS using BIC or AIC for model selection, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

LassoLarsICRegressor = @load LassoLarsICRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

  • criterion = aic
  • fit_intercept = true
  • verbose = false
  • precompute = auto
  • max_iter = 500
  • eps = 2.220446049250313e-16
  • copy_X = true
  • positive = false