Least Angle Regression model a.k.a. LAR.
Read more in the User Guide.
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).
Sets the verbosity amount.
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.
Target number of non-zero coefficients. Use np.inf
for no limit.
The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. Unlike the tol
parameter in some iterative optimization-based algorithms, this parameter does not control the tolerance of the optimization.
If True
, X will be copied; else, it may be overwritten.
If True the full path is stored in the coef_path_
attribute. If you compute the solution for a large problem or many targets, setting fit_path
to False
will lead to a speedup, especially with a small alpha.
Upper bound on a uniform noise parameter to be added to the y
values, to satisfy the model’s assumption of one-at-a-time computations. Might help with stability.
Added in version 0.23.
Determines random number generation for jittering. Pass an int for reproducible output across multiple function calls. See Glossary. Ignored if jitter
is None.
Added in version 0.23.
Maximum of covariances (in absolute value) at each iteration. n_alphas
is either max_iter
, n_features
or the number of nodes in the path with alpha >= alpha_min
, whichever is smaller. If this is a list of array-like, the length of the outer list is n_targets
.
Indices of active variables at the end of the path. If this is a list of list, the length of the outer list is n_targets
.
The varying values of the coefficients along the path. It is not present if the fit_path
parameter is False
. If this is a list of array-like, the length of the outer list is n_targets
.
Parameter vector (w in the formulation formula).
Independent term in decision function.
The number of iterations taken by lars_path to find the grid of alphas for each target.
Number of features seen during fit.
Added in version 0.24.
n_features_in_
,)
Names of features seen during fit. Defined only when X
has feature names that are all strings.
Added in version 1.0.
Examples
>>> from sklearn import linear_model >>> reg = linear_model.Lars(n_nonzero_coefs=1) >>> reg.fit([[-1, 1], [0, 0], [1, 1]], [-1.1111, 0, -1.1111]) Lars(n_nonzero_coefs=1) >>> print(reg.coef_) [ 0. -1.11]
Fit the model using X, y as training data.
Training data.
Target values.
Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.
Returns an instance of self.
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
A MetadataRequest
encapsulating routing information.
Get parameters for this estimator.
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Parameter names mapped to their values.
Predict using the linear model.
Samples.
Returns predicted values.
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.
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.
True values for X
.
Sample weights.
\(R^2\) 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
).
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
(seesklearn.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 tofit
if provided. The request is ignored if metadata is not provided.
False
: metadata is not requested and the meta-estimator will not pass it tofit
.
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.
Metadata routing for Xy
parameter in fit
.
The updated object.
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.
Estimator parameters.
Estimator instance.
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
(seesklearn.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 toscore
if provided. The request is ignored if metadata is not provided.
False
: metadata is not requested and the meta-estimator will not pass it toscore
.
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.
Metadata routing for sample_weight
parameter in score
.
The updated object.
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