MLPACK
1.0.7
|
Go to the source code of this file.
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). More... | |
Namespaces | |
mlpack | |
Linear algebra utility functions, generally performed on matrices or vectors. | |
mlpack::regression | |
Regression methods. | |
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:
subject to
Although this option currently is not implemented, it will be implemented very soon.
This file is part of MLPACK 1.0.7.
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.