Add functions to modify parameters for LARS #2861
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shrit
approved these changes
Mar 6, 2021
This was referenced Oct 14, 2022
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This fixes #2857.
The PR adds
Lambda1(),Lambda2(),UseCholesky(), andTolerance()members so that the parameters of LARS training can be modified after creating the object. The only "trickiness" is that we now must recomputeelasticNetandlasso(internal members) when we start training, since the user may have modified thelambda1orlambda2values.Should be an easy review, I think. :)