MultiTaskLassoRegressor
MultiTaskLassoRegressor
A model type for constructing a multi-target lasso regressor, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.
From MLJ, the type can be imported using
MultiTaskLassoRegressor = @load MultiTaskLassoRegressor pkg=MLJScikitLearnInterface
Do model = MultiTaskLassoRegressor()
to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in MultiTaskLassoRegressor(alpha=...)
.
Hyper-parameters
alpha = 1.0
fit_intercept = true
max_iter = 1000
tol = 0.0001
copy_X = true
random_state = nothing
selection = cyclic