org.tribuo.regression.slm

Class LARSLassoTrainer

java.lang.Object

org.tribuo.regression.slm.SLMTrainer

org.tribuo.regression.slm.LARSLassoTrainer

All Implemented Interfaces:

com.oracle.labs.mlrg.olcut.config.Configurable, com.oracle.labs.mlrg.olcut.provenance.Provenancable<TrainerProvenance>, SparseTrainer<Regressor>, Trainer<Regressor>, WeightedExamples

public class LARSLassoTrainer
extends SLMTrainer

A trainer for a lasso linear regression model which uses LARS to construct the model. Each output dimension is trained independently.

See:

 Efron B, Hastie T, Johnstone I, Tibshirani R.
 "Least Angle Regression"
 The Annals of Statistics, 2004.
 

Field Summary

Fields inherited from class org.tribuo.regression.slm.SLMTrainer

maxNumFeatures, normalize, trainInvocationCounter

Fields inherited from interface org.tribuo.Trainer

DEFAULT_SEED

Constructor Summary

Constructors

Constructor and Description
LARSLassoTrainer() Constructs a lasso LARS trainer that selects all the features.
LARSLassoTrainer(int maxNumFeatures) Constructs a lasso LARS trainer for a linear model.

Method Summary

Modifier and Type	Method and Description
protected org.apache.commons.math3.linear.RealVector	newWeights(org.tribuo.regression.slm.SLMTrainer.SLMState state)
String	toString()

Methods inherited from class org.tribuo.regression.slm.SLMTrainer

getInvocationCount, getProvenance, train

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

Methods inherited from interface org.tribuo.SparseTrainer

train

Methods inherited from interface com.oracle.labs.mlrg.olcut.config.Configurable

postConfig

Constructor Detail

LARSLassoTrainer

public LARSLassoTrainer(int maxNumFeatures)

Constructs a lasso LARS trainer for a linear model.

Parameters:

maxNumFeatures - The maximum number of features to select. Supply -1 to select all features.

LARSLassoTrainer

public LARSLassoTrainer()

Constructs a lasso LARS trainer that selects all the features.

Method Detail

newWeights

protected org.apache.commons.math3.linear.RealVector newWeights(org.tribuo.regression.slm.SLMTrainer.SLMState state)

Overrides:

newWeights in class SLMTrainer

toString

public String toString()

Overrides:

toString in class SLMTrainer