org.tribuo.regression.slm

Class LARSTrainer

java.lang.Object

org.tribuo.regression.slm.SLMTrainer

org.tribuo.regression.slm.LARSTrainer

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 LARSTrainer
extends SLMTrainer

A trainer for a linear regression model which uses least angle regression. 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
LARSTrainer() Constructs a least angle regression trainer that selects all the features.
LARSTrainer(int maxNumFeatures) Constructs a least angle regression 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

LARSTrainer

public LARSTrainer(int maxNumFeatures)

Constructs a least angle regression trainer for a linear model.

Parameters:

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

LARSTrainer

public LARSTrainer()

Constructs a least angle regression 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