.TH "src/mlpack/methods/lars/lars.hpp" 3 "Tue Sep 9 2014" "Version 1.0.10" "MLPACK" \" -*- nroff -*-
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.SH NAME
src/mlpack/methods/lars/lars.hpp \- 
.SH SYNOPSIS
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.PP
.SS "Classes"

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.RI "class \fBmlpack::regression::LARS\fP"
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.RI "\fIAn implementation of \fBLARS\fP, a stage-wise homotopy-based algorithm for l1-regularized linear regression (LASSO) and l1+l2 regularized linear regression (Elastic Net)\&. \fP"
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.SS "Namespaces"

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.RI " \fBmlpack\fP"
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.RI "\fILinear algebra utility functions, generally performed on matrices or vectors\&. \fP"
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.RI " \fBmlpack::regression\fP"
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.RI "\fIRegression methods\&. \fP"
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.SH "Detailed Description"
.PP 

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\fBAuthor:\fP
.RS 4
Nishant Mehta (niche)
.RE
.PP
Definition of the LARS class, which performs Least Angle Regression and the LASSO\&.
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Only minor modifications of LARS are necessary to handle the constrained version of the problem:
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\[ \min_{\beta} 0.5 || X \beta - y ||_2^2 + 0.5 \lambda_2 || \beta ||_2^2 \] subject to $ ||\beta||_1 <= \tau $
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Although this option currently is not implemented, it will be implemented very soon\&.
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This file is part of MLPACK 1\&.0\&.10\&.
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MLPACK is free software: you can redistribute it and/or modify it under the terms of the GNU Lesser General Public License as published by the Free Software Foundation, either version 3 of the License, or (at your option) any later version\&.
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MLPACK is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE\&. See the GNU Lesser General Public License for more details (LICENSE\&.txt)\&.
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You should have received a copy of the GNU General Public License along with MLPACK\&. If not, see http://www.gnu.org/licenses/\&. 
.PP
Definition in file \fBlars\&.hpp\fP\&.
.SH "Author"
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Generated automatically by Doxygen for MLPACK from the source code\&.