6.2.4. scikits.learn.linear_model.LassoCV¶
- class scikits.learn.linear_model.LassoCV(eps=0.001, n_alphas=100, alphas=None, fit_intercept=True)¶
Lasso linear model with iterative fitting along a regularization path
The best model is selected by cross-validation.
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
Notes
See examples/linear_model/lasso_path_with_crossvalidation.py for an example.
To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a fortran contiguous numpy array.
Methods
fit(X, y[, cv]) Fit linear model with coordinate descent along decreasing alphas path(X, y[, eps, n_alphas, alphas, ...]) Compute Lasso path with coordinate descent predict(X) Predict using the linear model score(X, y) Returns the coefficient of determination of the prediction - __init__(eps=0.001, n_alphas=100, alphas=None, fit_intercept=True)¶
- fit(X, y, cv=None, **fit_params)¶
Fit linear model with coordinate descent along decreasing alphas using cross-validation
Parameters : X : numpy array of shape [n_samples,n_features]
Training data. Pass directly as fortran contiguous data to avoid unnecessary memory duplication
y : numpy array of shape [n_samples]
Target values
cv : cross-validation generator, optional
If None, KFold will be used.
fit_params : kwargs
keyword arguments passed to the Lasso fit method
- static path(X, y, eps=0.001, n_alphas=100, alphas=None, fit_intercept=True, verbose=False, **fit_params)¶
Compute Lasso path with coordinate descent
Parameters : X : numpy array of shape [n_samples,n_features]
Training data. Pass directly as fortran contiguous data to avoid unnecessary memory duplication
y : numpy array of shape [n_samples]
Target values
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_params : kwargs
keyword arguments passed to the Lasso fit method
Returns : models : a list of models along the regularization path
Notes
See examples/plot_lasso_coordinate_descent_path.py for an example.
To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a fortran contiguous numpy array.
- predict(X)¶
Predict using the linear model
Parameters : X : numpy array of shape [n_samples, n_features]
Returns : C : array, shape = [n_samples]
Returns predicted values.
- score(X, y)¶
Returns the coefficient of determination of the prediction
Parameters : X : array-like, shape = [n_samples, n_features]
Training set.
y : array-like, shape = [n_samples]
Returns : z : float