`sklearn.linear_model`.lars_path¶

sklearn.linear_model.lars_path(X, y, Xy=None, Gram=None, max_iter=500, alpha_min=0, method='lar', copy_X=True, eps=2.220446049250313e-16, copy_Gram=True, verbose=0, return_path=True, return_n_iter=False, positive=False)[source]¶

Compute Least Angle Regression or Lasso path using LARS algorithm [1]

The optimization objective for the case method=’lasso’ is:

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

in the case of method=’lars’, the objective function is only known in the form of an implicit equation (see discussion in [1])

Read more in the User Guide.

Parameters

XNone or array-like of shape (n_samples, n_features): Input data. Note that if X is None then the Gram matrix must be specified, i.e., cannot be None or False.

Deprecated since version 0.21: The use of X is None in combination with Gram is not None will be removed in v0.23. Use lars_path_gram instead.
yNone or array-like of shape (n_samples,): Input targets.
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.
GramNone, ‘auto’, array-like of shape (n_features, n_features), default=None: Precomputed Gram matrix (X’ * X), if 'auto', the Gram matrix is precomputed from the given X, if there are more samples than features.

Deprecated since version 0.21: The use of X is None in combination with Gram is not None will be removed in v0.23. Use lars_path_gram instead.
max_iterint, default=500: Maximum number of iterations to perform, set to infinity for no limit.
alpha_minfloat, default=0: Minimum correlation along the path. It corresponds to the regularization parameter alpha parameter in the Lasso.
method{‘lar’, ‘lasso’}, default=’lar’: Specifies the returned model. Select 'lar' for Least Angle Regression, 'lasso' for the Lasso.
copy_Xbool, default=True: If False, X is overwritten.
epsfloat, optional: The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. By default, np.finfo(np.float).eps is used.
copy_Grambool, default=True: If False, Gram is overwritten.
verboseint, default=0: Controls output verbosity.
return_pathbool, default=True: If return_path==True returns the entire path, else returns only the last point of the path.
return_n_iterbool, default=False: Whether to return the number of iterations.
positivebool, default=False: Restrict coefficients to be >= 0. This option is only allowed with method ‘lasso’. Note that the model coefficients will not converge to the ordinary-least-squares solution for small values of alpha. Only coefficients up to the smallest alpha value (alphas_[alphas_ > 0.].min() when fit_path=True) reached by the stepwise Lars-Lasso algorithm are typically in congruence with the solution of the coordinate descent lasso_path function.

Returns

alphasarray-like of shape (n_alphas + 1,): Maximum of covariances (in absolute value) at each iteration. n_alphas is either max_iter, n_features or the number of nodes in the path with alpha >= alpha_min, whichever is smaller.
activearray-like of shape (n_alphas,): Indices of active variables at the end of the path.
coefsarray-like of shape (n_features, n_alphas + 1): Coefficients along the path
n_iterint: Number of iterations run. Returned only if return_n_iter is set to True.

sklearn.linear_model.lars_path¶

`sklearn.linear_model`.lars_path¶