sklearn.linear_model.Lars¶

class sklearn.linear_model.Lars(*, fit_intercept=True, verbose=False, normalize=True, precompute='auto', n_nonzero_coefs=500, eps=2.220446049250313e-16, copy_X=True, fit_path=True, jitter=None, random_state=None)[source]¶

Least Angle Regression model a.k.a. LAR

Read more in the User Guide.

Parameters

fit_interceptbool, default=True

Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).

verbosebool or int, default=False

Sets the verbosity amount

normalizebool, default=True

This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use sklearn.preprocessing.StandardScaler before calling fit on an estimator with normalize=False.

precomputebool, ‘auto’ or array-like , default=’auto’

Whether to use a precomputed Gram matrix to speed up calculations. If set to 'auto' let us decide. The Gram matrix can also be passed as argument.

n_nonzero_coefsint, default=500

Target number of non-zero coefficients. Use np.inf for no limit.

epsfloat, optional

The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. Unlike the tol parameter in some iterative optimization-based algorithms, this parameter does not control the tolerance of the optimization. By default, np.finfo(np.float).eps is used.

copy_Xbool, default=True

If True, X will be copied; else, it may be overwritten.

fit_pathbool, default=True

If True the full path is stored in the coef_path_ attribute. If you compute the solution for a large problem or many targets, setting fit_path to False will lead to a speedup, especially with a small alpha.

jitterfloat, default=None

Upper bound on a uniform noise parameter to be added to the y values, to satisfy the model’s assumption of one-at-a-time computations. Might help with stability.

random_stateint, RandomState instance or None (default)

Determines random number generation for jittering. Pass an int for reproducible output across multiple function calls. See Glossary. Ignored if jitter is None.

Attributes

alphas_array-like of shape (n_alphas + 1,) | list of n_targets such arrays

Maximum of covariances (in absolute value) at each iteration. n_alphas is either n_nonzero_coefs or n_features, whichever is smaller.

active_list, length = n_alphas | list of n_targets such lists

Indices of active variables at the end of the path.

coef_path_array-like of shape (n_features, n_alphas + 1) | list of n_targets such arrays

The varying values of the coefficients along the path. It is not present if the fit_path parameter is False.

coef_array-like of shape (n_features,) or (n_targets, n_features)

Parameter vector (w in the formulation formula).

intercept_float or array-like of shape (n_targets,)

Independent term in decision function.

n_iter_array-like or int

The number of iterations taken by lars_path to find the grid of alphas for each target.

See also

lars_path, LarsCV

sklearn.decomposition.sparse_encode

Examples

>>> from sklearn import linear_model
>>> reg = linear_model.Lars(n_nonzero_coefs=1)
>>> reg.fit([[-1, 1], [0, 0], [1, 1]], [-1.1111, 0, -1.1111])
Lars(n_nonzero_coefs=1)
>>> print(reg.coef_)
[ 0. -1.11...]

Methods

fit(X, y[, Xy])	Fit the model using X, y as training data.
get_params([deep])	Get parameters for this estimator.
predict(X)	Predict using the linear model.
score(X, y[, sample_weight])	Return the coefficient of determination R^2 of the prediction.
set_params(**params)	Set the parameters of this estimator.

__init__(*, fit_intercept=True, verbose=False, normalize=True, precompute='auto', n_nonzero_coefs=500, eps=2.220446049250313e-16, copy_X=True, fit_path=True, jitter=None, random_state=None)[source]¶

Initialize self. See help(type(self)) for accurate signature.

fit(X, y, Xy=None)[source]¶

Fit the model using X, y as training data.

Parameters

Xarray-like of shape (n_samples, n_features)

Training data.

yarray-like of shape (n_samples,) or (n_samples, n_targets)

Target values.

Xyarray-like of shape (n_samples,) or (n_samples, n_targets), default=None

Xy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.

Returns

selfobject

returns an instance of self.

get_params(deep=True)[source]¶

Get parameters for this estimator.

Parameters

deepbool, default=True

If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

paramsmapping of string to any

Parameter names mapped to their values.

predict(X)[source]¶

Predict using the linear model.

Parameters

Xarray_like or sparse matrix, shape (n_samples, n_features)

Samples.

Returns

Carray, shape (n_samples,)

Returns predicted values.

score(X, y, sample_weight=None)[source]¶

Return the coefficient of determination R^2 of the prediction.

The coefficient R^2 is defined as (1 - u/v), where u is the residual sum of squares ((y_true - y_pred) ** 2).sum() and v is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a R^2 score of 0.0.

Parameters

Xarray-like of shape (n_samples, n_features)

Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead, shape = (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.

yarray-like of shape (n_samples,) or (n_samples, n_outputs)

True values for X.

sample_weightarray-like of shape (n_samples,), default=None

Sample weights.

Returns

scorefloat

R^2 of self.predict(X) wrt. y.

Notes

The R2 score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score. This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_params(**params)[source]¶

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**paramsdict

Estimator parameters.

Returns

selfobject

Estimator instance.