sklearn.linear_model
.LarsCV¶
- class sklearn.linear_model.LarsCV(*, fit_intercept=True, verbose=False, max_iter=500, normalize='deprecated', precompute='auto', cv=None, max_n_alphas=1000, n_jobs=None, eps=2.220446049250313e-16, copy_X=True)[source]¶
Cross-validated Least Angle Regression model.
See glossary entry for cross-validation estimator.
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.
- max_iterint, default=500
Maximum number of iterations to perform.
- 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 useStandardScaler
before callingfit
on an estimator withnormalize=False
.Deprecated since version 1.0:
normalize
was deprecated in version 1.0. It will default to False in 1.2 and be removed in 1.4.- 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 cannot be passed as argument since we will use only subsets of X.- cvint, cross-validation generator or an iterable, default=None
Determines the cross-validation splitting strategy. Possible inputs for cv are:
None, to use the default 5-fold cross-validation,
integer, to specify the number of folds.
An iterable yielding (train, test) splits as arrays of indices.
For integer/None inputs,
KFold
is used.Refer User Guide for the various cross-validation strategies that can be used here.
Changed in version 0.22:
cv
default value if None changed from 3-fold to 5-fold.- max_n_alphasint, default=1000
The maximum number of points on the path used to compute the residuals in the cross-validation.
- n_jobsint or None, default=None
Number of CPUs to use during the cross validation.
None
means 1 unless in ajoblib.parallel_backend
context.-1
means using all processors. See Glossary for more details.- epsfloat, default=np.finfo(float).eps
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.- copy_Xbool, default=True
If
True
, X will be copied; else, it may be overwritten.
- Attributes
- active_list of length n_alphas or list of such lists
Indices of active variables at the end of the path. If this is a list of lists, the outer list length is
n_targets
.- coef_array-like of shape (n_features,)
parameter vector (w in the formulation formula)
- intercept_float
independent term in decision function
- coef_path_array-like of shape (n_features, n_alphas)
the varying values of the coefficients along the path
- alpha_float
the estimated regularization parameter alpha
- alphas_array-like of shape (n_alphas,)
the different values of alpha along the path
- cv_alphas_array-like of shape (n_cv_alphas,)
all the values of alpha along the path for the different folds
- mse_path_array-like of shape (n_folds, n_cv_alphas)
the mean square error on left-out for each fold along the path (alpha values given by
cv_alphas
)- n_iter_array-like or int
the number of iterations run by Lars with the optimal alpha.
- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
See also
lars_path
Compute Least Angle Regression or Lasso path using LARS algorithm.
lasso_path
Compute Lasso path with coordinate descent.
Lasso
Linear Model trained with L1 prior as regularizer (aka the Lasso).
LassoCV
Lasso linear model with iterative fitting along a regularization path.
LassoLars
Lasso model fit with Least Angle Regression a.k.a. Lars.
LassoLarsIC
Lasso model fit with Lars using BIC or AIC for model selection.
sklearn.decomposition.sparse_encode
Sparse coding.
Examples
>>> from sklearn.linear_model import LarsCV >>> from sklearn.datasets import make_regression >>> X, y = make_regression(n_samples=200, noise=4.0, random_state=0) >>> reg = LarsCV(cv=5, normalize=False).fit(X, y) >>> reg.score(X, y) 0.9996... >>> reg.alpha_ 0.2961... >>> reg.predict(X[:1,]) array([154.3996...])
Methods
fit
(X, y)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 of the prediction.
set_params
(**params)Set the parameters of this estimator.
- fit(X, y)[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,)
Target values.
- 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
- paramsdict
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 of the prediction.
The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), 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 ofy
, 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 with shape
(n_samples, n_samples_fitted)
, wheren_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 \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- set_params(**params)[source]¶
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as
Pipeline
). 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
- selfestimator instance
Estimator instance.