https://github.com/hughperkins/selfstudy-lars
least angle regression, reproducing for self-study
https://github.com/hughperkins/selfstudy-lars
Last synced: 7 months ago
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least angle regression, reproducing for self-study
- Host: GitHub
- URL: https://github.com/hughperkins/selfstudy-lars
- Owner: hughperkins
- License: apache-2.0
- Created: 2016-12-23T00:41:56.000Z (almost 9 years ago)
- Default Branch: master
- Last Pushed: 2016-12-24T16:20:03.000Z (almost 9 years ago)
- Last Synced: 2024-12-12T13:06:03.385Z (11 months ago)
- Language: Jupyter Notebook
- Size: 446 KB
- Stars: 2
- Watchers: 3
- Forks: 5
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# LARS
least angle regression, reproducing for self-study
Based on http://statweb.stanford.edu/~tibs/lasso/simple.html , and on http://www-stat.stanford.edu/%7Etibs/ftp/lars.pdf
Code correctness checked by comparing results with those at:
http://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_lars.html#sphx-glr-auto-examples-linear-model-plot-lasso-lars-py
Plotting code is basically copied from http://scikit-learn.org/stable/auto_examples/linear_model/plot_lasso_lars.html
Please open the [notebook](test_lars.ipynb)