NAME¶

src/mlpack/methods/lars/lars.hpp -

SYNOPSIS¶

Classes¶

class mlpack::regression::LARS An implementation of LARS, a stage-wise homotopy-based algorithm for l1-regularized linear regression (LASSO) and l1+l2 regularized linear regression (Elastic Net).

Namespaces¶

mlpack Linear algebra utility functions, generally performed on matrices or vectors. mlpack::regression Regression methods.

Detailed Description¶

Author: Definition of the LARS class, which performs Least Angle Regression and the LASSO. Only minor modifications of LARS are necessary to handle the constrained version of the problem: Although this option currently is not implemented, it will be implemented very soon. This file is part of MLPACK 1.0.10. 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. 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). You should have received a copy of the GNU General Public License along with MLPACK. If not, see http://www.gnu.org/licenses/. Definition in file lars.hpp.

Author¶

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