LassoRegression

scalation.modeling.LassoRegression
See theLassoRegression companion class

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

Attributes

Companion
class
Graph
Supertypes
class Object
trait Matchable
class Any
Self type

Members list

Value members

Concrete methods

def apply(xy: MatrixD, fname: Array[String], hparam: HyperParameter)(col: Int): LassoRegression

Create a LassoRegression object from a combined data matrix.

Create a LassoRegression object from a combined data matrix.

Value parameters

col

the designated response column (defaults to the last column)

fname

the feature/variable names (defaults to null)

hparam

the hyper-parameters (defaults to hp)

xy

the combined data matrix

Attributes

def rescale(x: MatrixD, y: VectorD, fname: Array[String], hparam: HyperParameter): LassoRegression

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

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

Value parameters

fname

the feature/variable names (defaults to null)

hparam

the hyper-parameters (defaults to hp)

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

Attributes

Concrete fields

Base hyper-parameter specification for LassoRegression

Base hyper-parameter specification for LassoRegression

Attributes