Packages

object LassoRegression extends ModelFactory

The LassoRegression companion object provides factory methods for the LassoRegression class.

Linear Supertypes
ModelFactory, Error, AnyRef, Any
Ordering
  1. Alphabetic
  2. By Inheritance
Inherited
  1. LassoRegression
  2. ModelFactory
  3. Error
  4. AnyRef
  5. Any
  1. Hide All
  2. Show All
Visibility
  1. Public
  2. All

Value Members

  1. def allForms(x: MatriD): MatriD

    Create all forms/terms for each row/point placing them in a new matrix.

    Create all forms/terms for each row/point placing them in a new matrix.

    x

    the original un-expanded input/data matrix

    Definition Classes
    ModelFactory
  2. def apply(x: MatriD, y: VectoD, fname: Strings, hparam: HyperParameter): LassoRegression

    Create a LassoRegression object from a data matrix and a response vector.

    Create a LassoRegression object from a data matrix and a response vector. This factory function provides data rescaling.

    x

    the data/input m-by-n matrix (augment with a first column of ones to include intercept in model)

    y

    the response/output m-vector

    fname

    the feature/variable names (use null for default)

    hparam

    the hyper-parameters (use null for default)

    See also

    ModelFactory

  3. def apply(xy: MatriD, fname: Strings = null, hparam: HyperParameter = hp): LassoRegression

    Create a LassoRegression object from a combined data matrix.

    Create a LassoRegression object from a combined data matrix.

    xy

    the combined data matrix

    fname

    the feature/variable names (use null for default)

    hparam

    the hyper-parameters (use null for default)

  4. val drp: (Null, HyperParameter)
  5. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  6. def forms(xi: VectoD, k: Int, nt: Int): VectoD

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept).

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept). Override for expanded columns, e.g., QuadRegression.

    xi

    the vector/point (i-th row of x) for creating forms/terms

    k

    the number of features/predictor variables (not counting intercept)

    nt

    the number of terms

    Definition Classes
    ModelFactory
  7. val hp: HyperParameter

    Base hyper-parameter specification for LassoRegression

  8. def numTerms(k: Int): Int

    The number of terms/parameters in the model (assumes Regression with intercept.

    The number of terms/parameters in the model (assumes Regression with intercept. Override for expanded columns, e.g., QuadRegression.

    k

    the number of features/predictor variables (not counting intercept)

    Definition Classes
    ModelFactory
  9. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  10. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory