sklearn.linear_model
.Lars¶
-
class
sklearn.linear_model.
Lars
(fit_intercept=True, verbose=False, normalize=True, precompute='auto', n_nonzero_coefs=500, eps=2.220446049250313e-16, copy_X=True, fit_path=True, positive=False)[source]¶ Least Angle Regression model a.k.a. LAR
Read more in the User Guide.
Parameters: - fit_intercept : boolean
Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).
- verbose : boolean or integer, optional
Sets the verbosity amount
- normalize : boolean, optional, default True
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 usesklearn.preprocessing.StandardScaler
before callingfit
on an estimator withnormalize=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.- n_nonzero_coefs : int, optional
Target number of non-zero coefficients. Use
np.inf
for no limit.- eps : float, optional
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.- copy_X : boolean, optional, default True
If
True
, X will be copied; else, it may be overwritten.- fit_path : boolean
If True the full path is stored in the
coef_path_
attribute. If you compute the solution for a large problem or many targets, settingfit_path
toFalse
will lead to a speedup, especially with a small alpha.- positive : boolean (default=False)
Restrict coefficients to be >= 0. Be aware that you might want to remove fit_intercept which is set True by default.
Deprecated since version 0.20: The option is broken and deprecated. It will be removed in v0.22.
Attributes: - alphas_ : array, shape (n_alphas + 1,) | list of n_targets such arrays
Maximum of covariances (in absolute value) at each iteration.
n_alphas
is eithern_nonzero_coefs
orn_features
, whichever is smaller.- active_ : list, length = n_alphas | list of n_targets such lists
Indices of active variables at the end of the path.
- coef_path_ : array, shape (n_features, n_alphas + 1) | list of n_targets such arrays
The varying values of the coefficients along the path. It is not present if the
fit_path
parameter isFalse
.- coef_ : array, shape (n_features,) or (n_targets, n_features)
Parameter vector (w in the formulation formula).
- intercept_ : float | array, shape (n_targets,)
Independent term in decision function.
- n_iter_ : array-like or int
The number of iterations taken by lars_path to find the grid of alphas for each target.
See also
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]) ... # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE Lars(copy_X=True, eps=..., fit_intercept=True, fit_path=True, n_nonzero_coefs=1, normalize=True, positive=False, precompute='auto', verbose=False) >>> print(reg.coef_) # doctest: +ELLIPSIS, +NORMALIZE_WHITESPACE [ 0. -1.11...]
Methods
fit
(X, y[, Xy])Fit the model using X, y as training data. get_params
([deep])Get parameters for this estimator. predict
(X)Predict using the linear model score
(X, y[, sample_weight])Returns the coefficient of determination R^2 of the prediction. set_params
(**params)Set the parameters of this estimator. -
__init__
(fit_intercept=True, verbose=False, normalize=True, precompute='auto', n_nonzero_coefs=500, eps=2.220446049250313e-16, copy_X=True, fit_path=True, positive=False)[source]¶ Initialize self. See help(type(self)) for accurate signature.
-
fit
(X, y, Xy=None)[source]¶ Fit the model using X, y as training data.
Parameters: - X : array-like, shape (n_samples, n_features)
Training data.
- y : array-like, shape (n_samples,) or (n_samples, n_targets)
Target values.
- Xy : array-like, shape (n_samples,) or (n_samples, n_targets), optional
Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.
Returns: - self : object
returns an instance of self.
-
get_params
(deep=True)[source]¶ Get parameters for this estimator.
Parameters: - deep : boolean, optional
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
(X)[source]¶ 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.
-
score
(X, y, sample_weight=None)[source]¶ Returns 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, shape = (n_samples, n_features)
Test samples. For some estimators this may be a precomputed kernel matrix 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, shape = (n_samples) or (n_samples, n_outputs)
True values for X.
- sample_weight : array-like, shape = [n_samples], optional
Sample weights.
Returns: - score : float
R^2 of self.predict(X) wrt. y.
-
set_params
(**params)[source]¶ Set 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.Returns: - self