LassoLarsRegressor

LassoLarsRegressor

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

From MLJ, the type can be imported using

LassoLarsRegressor = @load LassoLarsRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

  • alpha = 1.0
  • fit_intercept = true
  • verbose = false
  • precompute = auto
  • max_iter = 500
  • eps = 2.220446049250313e-16
  • copy_X = true
  • fit_path = true
  • positive = false