LassoLars#

class sklearn.linear_model.LassoLars(alpha=1.0, *, fit_intercept=True, verbose=False, precompute='auto', max_iter=500, eps=np.float64(2.220446049250313e-16), copy_X=True, fit_path=True, positive=False, jitter=None, random_state=None)[source]#

Lasso model fit with Least Angle Regression a.k.a. Lars.

It is a Linear Model trained with an L1 prior as regularizer.

The optimization objective for Lasso is:

(1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1

See also

lars_path: Compute Least Angle Regression or Lasso path using LARS algorithm.
lasso_path: Compute Lasso path with coordinate descent.
Lasso: Linear Model trained with L1 prior as regularizer (aka the Lasso).
LassoCV: Lasso linear model with iterative fitting along a regularization path.
LassoLarsCV: Cross-validated Lasso, using the LARS algorithm.
LassoLarsIC: Lasso model fit with Lars using BIC or AIC for model selection.
sklearn.decomposition.sparse_encode: Sparse coding.

Examples

>>> from sklearn import linear_model
>>> reg = linear_model.LassoLars(alpha=0.01)
>>> reg.fit([[-1, 1], [0, 0], [1, 1]], [-1, 0, -1])
LassoLars(alpha=0.01)
>>> print(reg.coef_)
[ 0.         -0.955]

fit(X, y, Xy=None)[source]#

Fit the model using X, y as training data.

Parameters:

Xarray-like of shape (n_samples, n_features): Training data.
yarray-like of shape (n_samples,) or (n_samples, n_targets): Target values.
Xyarray-like of shape (n_features,) or (n_features, n_targets), default=None: Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.

Returns:

selfobject: Returns an instance of self.

get_metadata_routing()[source]#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRequest: A MetadataRequest encapsulating routing information.

get_params(deep=True)[source]#

Get parameters for this estimator.

Parameters:

deepbool, default=True: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict: Parameter names mapped to their values.

predict(X)[source]#

Predict using the linear model.

Parameters:

Xarray-like or sparse matrix, shape (n_samples, n_features): Samples.

Returns:

Carray, shape (n_samples,): Returns predicted values.

score(X, y, sample_weight=None)[source]#

Return coefficient of determination on test data.

The coefficient of determination, $R^2$, is defined as $(1 - \frac{u}{v})$, 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:

Xarray-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 with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
yarray-like of shape (n_samples,) or (n_samples, n_outputs): True values for X.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights.

Returns:

scorefloat: $R^2$ of self.predict(X) w.r.t. y.

Notes

The $R^2$ score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_fit_request(*, Xy: bool | None | str = '$UNCHANGED$') → LassoLars[source]#

Configure whether metadata should be requested to be passed to the fit method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.

False: metadata is not requested and the meta-estimator will not pass it to fit.

None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:

Xystr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for Xy parameter in fit.

Returns:

selfobject: The updated object.

set_params(**params)[source]#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict: Estimator parameters.

Returns:

selfestimator instance: Estimator instance.

set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → LassoLars[source]#

Configure whether metadata should be requested to be passed to the score method.

Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with enable_metadata_routing=True (see sklearn.set_config). Please check the User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.

False: metadata is not requested and the meta-estimator will not pass it to score.

None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.

str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

Added in version 1.3.

Parameters:

sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for sample_weight parameter in score.

Returns:

selfobject: The updated object.

LassoLars#

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