MultiTaskLassoCVRegressor
MultiTaskLassoCVRegressor
A model type for constructing a multi-target lasso regressor with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.
From MLJ, the type can be imported using
MultiTaskLassoCVRegressor = @load MultiTaskLassoCVRegressor pkg=MLJScikitLearnInterface
Do model = MultiTaskLassoCVRegressor()
to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in MultiTaskLassoCVRegressor(eps=...)
.
Hyper-parameters
eps = 0.001
n_alphas = 100
alphas = nothing
fit_intercept = true
max_iter = 300
tol = 0.0001
copy_X = true
cv = 5
verbose = false
n_jobs = 1
random_state = nothing
selection = cyclic