`sklearn.linear_model`.MultiTaskLasso¶

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

Multi-task Lasso model trained with L1/L2 mixed-norm as regularizer.

The optimization objective for Lasso is:

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

Where:

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

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

See also

Lasso: Linear Model trained with L1 prior as regularizer (aka the Lasso).
MultiTaskLasso: Multi-task L1/L2 Lasso with built-in cross-validation.
MultiTaskElasticNet: Multi-task L1/L2 ElasticNet with built-in cross-validation.

Notes

The algorithm used to fit the model is coordinate descent.

To avoid unnecessary memory duplication the X and y arguments of the fit method should be directly passed as Fortran-contiguous numpy arrays.

Examples

>>> from sklearn import linear_model
>>> clf = linear_model.MultiTaskLasso(alpha=0.1)
>>> clf.fit([[0, 1], [1, 2], [2, 4]], [[0, 0], [1, 1], [2, 3]])
MultiTaskLasso(alpha=0.1)
>>> print(clf.coef_)
[[0.         0.60809415]
[0.         0.94592424]]
>>> print(clf.intercept_)
[-0.41888636 -0.87382323]

Methods

`fit`(X, y)	Fit MultiTaskElasticNet 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)[source]¶

Fit MultiTaskElasticNet model with coordinate descent.

Parameters:

Xndarray of shape (n_samples, n_features): Data.
yndarray of shape (n_samples, n_targets): Target. Will be cast to X’s dtype if necessary.

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.MultiTaskLasso`¶

Joint feature selection with multi-task Lasso

sklearn.linear_model.MultiTaskLasso¶

Examples using sklearn.linear_model.MultiTaskLasso¶

`sklearn.linear_model`.MultiTaskLasso¶

Examples using `sklearn.linear_model.MultiTaskLasso`¶