Lasso path using LARS

Computes Lasso Path along the regularization parameter using the LARS algorithm on the diabetes dataset. Each color represents a different feature of the coefficient vector, and this is displayed as a function of the regularization parameter.



Computing regularization path using the LARS ...


# Author: Fabian Pedregosa <>
#         Alexandre Gramfort <>
# License: BSD 3 clause

import numpy as np
import matplotlib.pyplot as plt

from sklearn import linear_model
from sklearn import datasets

X, y = datasets.load_diabetes(return_X_y=True)

print("Computing regularization path using the LARS ...")
_, _, coefs = linear_model.lars_path(X, y, method='lasso', verbose=True)

xx = np.sum(np.abs(coefs.T), axis=1)
xx /= xx[-1]

plt.plot(xx, coefs.T)
ymin, ymax = plt.ylim()
plt.vlines(xx, ymin, ymax, linestyle='dashed')
plt.xlabel('|coef| / max|coef|')
plt.title('LASSO Path')

Total running time of the script: ( 0 minutes 0.123 seconds)

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