`sklearn.linear_model`.Lasso¶

class sklearn.linear_model.Lasso(alpha=1.0, *, fit_intercept=True, normalize='deprecated', precompute=False, copy_X=True, max_iter=1000, tol=0.0001, warm_start=False, positive=False, random_state=None, selection='cyclic')[source]¶

Linear Model trained with L1 prior as regularizer (aka the Lasso).

The optimization objective for Lasso is:

(1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1

Technically the Lasso model is optimizing the same objective function as the Elastic Net with l1_ratio=1.0 (no L2 penalty).

See also

lars_path: Regularization path using LARS.
lasso_path: Regularization path using Lasso.
LassoLars: Lasso Path along the regularization parameter usingLARS algorithm.
LassoCV: Lasso alpha parameter by cross-validation.
LassoLarsCV: Lasso least angle parameter algorithm by cross-validation.
sklearn.decomposition.sparse_encode: Sparse coding array estimator.

Notes

The algorithm used to fit the model is coordinate descent.

To avoid unnecessary memory duplication the X argument of the fit method should be directly passed as a Fortran-contiguous numpy array.

Examples

>>> from sklearn import linear_model
>>> clf = linear_model.Lasso(alpha=0.1)
>>> clf.fit([[0,0], [1, 1], [2, 2]], [0, 1, 2])
Lasso(alpha=0.1)
>>> print(clf.coef_)
[0.85 0.  ]
>>> print(clf.intercept_)
0.15...

Methods

`fit`(X, y[, sample_weight, check_input])	Fit model with coordinate descent.
`get_params`([deep])	Get parameters for this estimator.
`path`(X, y, *[, l1_ratio, eps, n_alphas, ...])	Compute elastic net path with coordinate descent.
`predict`(X)	Predict using the linear model.
`score`(X, y[, sample_weight])	Return the coefficient of determination of the prediction.
`set_params`(**params)	Set the parameters of this estimator.

fit(X, y, sample_weight=None, check_input=True)[source]¶

Fit model with coordinate descent.

Parameters

X{ndarray, sparse matrix} of (n_samples, n_features): Data.
y{ndarray, sparse matrix} of shape (n_samples,) or (n_samples, n_targets): Target. Will be cast to X’s dtype if necessary.
sample_weightfloat or array-like of shape (n_samples,), default=None: Sample weights. Internally, the sample_weight vector will be rescaled to sum to n_samples.

New in version 0.23.
check_inputbool, default=True: Allow to bypass several input checking. Don’t use this parameter unless you know what you do.

Returns

selfobject: Fitted estimator.

Notes

Coordinate descent is an algorithm that considers each column of data at a time hence it will automatically convert the X input as a Fortran-contiguous numpy array if necessary.

To avoid memory re-allocation it is advised to allocate the initial data in memory directly using that format.

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

paramsdict: Parameter names mapped to their values.

static path(X, y, *, l1_ratio=0.5, eps=0.001, n_alphas=100, alphas=None, precompute='auto', Xy=None, copy_X=True, coef_init=None, verbose=False, return_n_iter=False, positive=False, check_input=True, **params)[source]¶

Compute elastic net path with coordinate descent.

The elastic net optimization function varies for mono and multi-outputs.

For mono-output tasks it is:

1 / (2 * n_samples) * ||y - Xw||^2_2
+ alpha * l1_ratio * ||w||_1
+ 0.5 * alpha * (1 - l1_ratio) * ||w||^2_2

For multi-output tasks it is:

(1 / (2 * n_samples)) * ||Y - XW||_Fro^2
+ alpha * l1_ratio * ||W||_21
+ 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2

Where:

||W||_21 = \sum_i \sqrt{\sum_j w_{ij}^2}

i.e. the sum of norm of each row.

Examples using `sklearn.linear_model.Lasso`¶

sklearn.linear_model.Lasso¶

Examples using sklearn.linear_model.Lasso¶

`sklearn.linear_model`.Lasso¶

Examples using `sklearn.linear_model.Lasso`¶