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