Package 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
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.
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Field Summary
Fields inherited from class org.tribuo.regression.slm.SLMTrainer
maxNumFeatures, normalize, trainInvocationCounter
Fields inherited from interface org.tribuo.Trainer
DEFAULT_SEED, INCREMENT_INVOCATION_COUNT
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Constructor Summary
ConstructorDescriptionConstructs 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 TypeMethodDescriptionprotected org.apache.commons.math3.linear.RealVector
newWeights
(org.tribuo.regression.slm.SLMTrainer.SLMState state) toString()
Methods inherited from class org.tribuo.regression.slm.SLMTrainer
getInvocationCount, getProvenance, setInvocationCount, train, train
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface com.oracle.labs.mlrg.olcut.config.Configurable
postConfig
Methods inherited from interface org.tribuo.SparseTrainer
train
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Constructor Details
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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.
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LARSLassoTrainer
public LARSLassoTrainer()Constructs a lasso LARS trainer that selects all the features.
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Method Details
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newWeights
protected org.apache.commons.math3.linear.RealVector newWeights(org.tribuo.regression.slm.SLMTrainer.SLMState state) - Overrides:
newWeights
in classSLMTrainer
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toString
- Overrides:
toString
in classSLMTrainer
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