Package 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.

  • Constructor Details

    • 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 Details

    • 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