type t =
[ `BaseEstimator | `LassoCV | `MultiOutputMixin | `Object | `RegressorMixin ]
Obj.tval of_pyobject : Py.Object.t -> tval to_pyobject : [> tag ] Obj.t -> Py.Object.tval create :
?eps:float ->
?n_alphas:int ->
?alphas:[> `ArrayLike ] Np.Obj.t ->
?fit_intercept:bool ->
?normalize:bool ->
?precompute:[ `Arr of [> `ArrayLike ] Np.Obj.t | `Auto | `Bool of bool ] ->
?max_iter:int ->
?tol:float ->
?copy_X:bool ->
?cv:
[ `Arr of [> `ArrayLike ] Np.Obj.t
| `BaseCrossValidator of [> `BaseCrossValidator ] Np.Obj.t
| `I of int ] ->
?verbose:int ->
?n_jobs:int ->
?positive:bool ->
?random_state:int ->
?selection:string ->
unit ->
tLasso linear model with iterative fitting along a regularization path.
See glossary entry for :term:`cross-validation estimator`.
The best model is selected by cross-validation.
The optimization objective for Lasso is::
(1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1
Read more in the :ref:`User Guide <lasso>`.
Parameters ---------- eps : float, optional Length of the path. ``eps=1e-3`` means that ``alpha_min / alpha_max = 1e-3``.
n_alphas : int, optional Number of alphas along the regularization path
alphas : numpy array, optional List of alphas where to compute the models. If ``None`` alphas are set automatically
fit_intercept : boolean, default True whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).
normalize : boolean, optional, default False This parameter is ignored when ``fit_intercept`` is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use :class:`sklearn.preprocessing.StandardScaler` before calling ``fit`` on an estimator with ``normalize=False``.
precompute : True | False | 'auto' | array-like Whether to use a precomputed Gram matrix to speed up calculations. If set to ``'auto'`` let us decide. The Gram matrix can also be passed as argument.
max_iter : int, optional The maximum number of iterations
tol : float, optional The tolerance for the optimization: if the updates are smaller than ``tol``, the optimization code checks the dual gap for optimality and continues until it is smaller than ``tol``.
copy_X : boolean, optional, default True If ``True``, X will be copied; else, it may be overwritten.
cv : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are:
For integer/None inputs, :class:`KFold` is used.
Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here.
.. versionchanged:: 0.22 ``cv`` default value if None changed from 3-fold to 5-fold.
verbose : bool or integer Amount of verbosity.
n_jobs : int or None, optional (default=None) Number of CPUs to use during the cross validation. ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary <n_jobs>` for more details.
positive : bool, optional If positive, restrict regression coefficients to be positive
random_state : int, RandomState instance or None, optional, default None The seed of the pseudo random number generator that selects a random feature to update. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Used when ``selection`` == 'random'.
selection : str, default 'cyclic' If set to 'random', a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to 'random') often leads to significantly faster convergence especially when tol is higher than 1e-4.
Attributes ---------- alpha_ : float The amount of penalization chosen by cross validation
coef_ : array, shape (n_features,) | (n_targets, n_features) parameter vector (w in the cost function formula)
intercept_ : float | array, shape (n_targets,) independent term in decision function.
mse_path_ : array, shape (n_alphas, n_folds) mean square error for the test set on each fold, varying alpha
alphas_ : numpy array, shape (n_alphas,) The grid of alphas used for fitting
dual_gap_ : ndarray, shape () The dual gap at the end of the optimization for the optimal alpha (``alpha_``).
n_iter_ : int number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha.
Examples -------- >>> from sklearn.linear_model import LassoCV >>> from sklearn.datasets import make_regression >>> X, y = make_regression(noise=4, random_state=0) >>> reg = LassoCV(cv=5, random_state=0).fit(X, y) >>> reg.score(X, y) 0.9993... >>> reg.predict(X:1,) array(-78.4951...)
Notes ----- For an example, see :ref:`examples/linear_model/plot_lasso_model_selection.py <sphx_glr_auto_examples_linear_model_plot_lasso_model_selection.py>`.
To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array.
See also -------- lars_path lasso_path LassoLars Lasso LassoLarsCV
val fit : x:Py.Object.t -> y:[> `ArrayLike ] Np.Obj.t -> [> tag ] Obj.t -> tFit linear model with coordinate descent
Fit is on grid of alphas and best alpha estimated by cross-validation.
Parameters ---------- X : array-like, shape (n_samples, n_features) Training data. Pass directly as Fortran-contiguous data to avoid unnecessary memory duplication. If y is mono-output, X can be sparse.
y : array-like, shape (n_samples,) or (n_samples, n_targets) Target values
Get parameters for this estimator.
Parameters ---------- deep : bool, default=True If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns ------- params : mapping of string to any Parameter names mapped to their values.
Predict using the linear model.
Parameters ---------- X : array_like or sparse matrix, shape (n_samples, n_features) Samples.
Returns ------- C : array, shape (n_samples,) Returns predicted values.
val score :
?sample_weight:[> `ArrayLike ] Np.Obj.t ->
x:[> `ArrayLike ] Np.Obj.t ->
y:[> `ArrayLike ] Np.Obj.t ->
[> tag ] Obj.t ->
floatReturn the coefficient of determination R^2 of the prediction.
The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.
Parameters ---------- X : array-like of shape (n_samples, n_features) Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead, shape = (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
y : array-like of shape (n_samples,) or (n_samples, n_outputs) True values for X.
sample_weight : array-like of shape (n_samples,), default=None Sample weights.
Returns ------- score : float R^2 of self.predict(X) wrt. y.
Notes ----- The R2 score used when calling ``score`` on a regressor will use ``multioutput='uniform_average'`` from version 0.23 to keep consistent with :func:`~sklearn.metrics.r2_score`. This will influence the ``score`` method of all the multioutput regressors (except for :class:`~sklearn.multioutput.MultiOutputRegressor`). To specify the default value manually and avoid the warning, please either call :func:`~sklearn.metrics.r2_score` directly or make a custom scorer with :func:`~sklearn.metrics.make_scorer` (the built-in scorer ``'r2'`` uses ``multioutput='uniform_average'``).
val set_params : ?params:(string * Py.Object.t) list -> [> tag ] Obj.t -> tSet the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form ``<component>__<parameter>`` so that it's possible to update each component of a nested object.
Parameters ---------- **params : dict Estimator parameters.
Returns ------- self : object Estimator instance.
val alpha_ : t -> floatAttribute alpha_: get value or raise Not_found if None.
val alpha_opt : t -> float optionAttribute alpha_: get value as an option.
Attribute intercept_: get value or raise Not_found if None.
Attribute intercept_: get value as an option.
Attribute mse_path_: get value or raise Not_found if None.
Attribute dual_gap_: get value or raise Not_found if None.
val n_iter_ : t -> intAttribute n_iter_: get value or raise Not_found if None.
val n_iter_opt : t -> int optionAttribute n_iter_: get value as an option.
val to_string : t -> stringPrint the object to a human-readable representation.
val show : t -> stringPrint the object to a human-readable representation.
val pp : Format.formatter -> t -> unitPretty-print the object to a formatter.