sklearn.linear_model.lasso_stability_path

Warning

DEPRECATED

sklearn.linear_model.lasso_stability_path(X, y, scaling=0.5, random_state=None, n_resampling=200, n_grid=100, sample_fraction=0.75, eps=8.881784197001252e-16, n_jobs=None, verbose=False)

DEPRECATED: The function lasso_stability_path is deprecated in 0.19 and will be removed in 0.21.

Stability path based on randomized Lasso estimates

Parameters:

X : array-like, shape = [n_samples, n_features]

training data.

y : array-like, shape = [n_samples]

target values.

scaling : float, optional, default=0.5

The alpha parameter in the stability selection article used to randomly scale the features. Should be between 0 and 1.

random_state : int, RandomState instance or None, optional, default=None

The generator used to randomize the design. 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.

n_resampling : int, optional, default=200

Number of randomized models.

n_grid : int, optional, default=100

Number of grid points. The path is linearly reinterpolated on a grid between 0 and 1 before computing the scores.

sample_fraction : float, optional, default=0.75

The fraction of samples to be used in each randomized design. Should be between 0 and 1. If 1, all samples are used.

eps : float, optional

Smallest value of alpha / alpha_max considered

n_jobs : int or None, optional (default=None)

Number of CPUs to use during the resampling. None means 1 unless in a joblib.parallel_backend context. -1 means using all processors. See Glossary for more details.

verbose : boolean or integer, optional

Sets the verbosity amount

Returns:

alphas_grid : array, shape ~ [n_grid]

The grid points between 0 and 1: alpha/alpha_max

scores_path : array, shape = [n_features, n_grid]

The scores for each feature along the path.