lars cookbook #3248
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lars cookbook #3248
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This needs integration testing data |
| Least Angle Regression | ||
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| Least Angle Regression (LARS) is an algorithm used to fit a linear regression model. LARS is simliar to forward stagewise regression but less greedy. Instead of including variables at each step, the estimated parameters are increased in a direction equiangular to each one's correlations with the residual. LARS can be used to solve LASSO, which is basically L1-regularized least square regression. |
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@karlnapf this looks ok ? |
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Looks good to me.
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Yes, I have linked the data pr. shogun-toolbox/shogun-data#122 |
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I just merged it, so only squash and data update |
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Hey @Saurabh7 would you mind squashing these? Then we can merge |
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Yep, squashed and rebased. |
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Another candidate for #3580 |
karasikov
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Apr 15, 2017
lars cookbook
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