Class Lasso

constructor

• new Lasso(lambda?: number, method?: "ISTA" | "CD" | "LARS"): Lasso

• Parameters

  • Optionallambda: number

    Regularization strength
  • Optionalmethod: "ISTA" | "CD" | "LARS"

    Method name

  Returns Lasso

_lambda

_method

_w

_calc_b0

• _calc_b0(x: any, y: any): void

• Parameters

  • x: any
  • y: any

  Returns void

_cd

• _cd(x: any, y: any): void

• Parameters

  • x: any
  • y: any

  Returns void

_ista

• _ista(x: any, y: any): void

• Parameters

  • x: any
  • y: any

  Returns void

_lars

• _lars(x: any, y: any): void

• Parameters

  • x: any
  • y: any

  Returns void

_soft_thresholding

• _soft_thresholding(x: any, l: any): void

• Parameters

  • x: any
  • l: any

  Returns void

fit

• fit(x: number[][], y: number[][]): void

• Fit model.

  Parameters

  • x: number[][]

    Training data
  • y: number[][]

    Target values

  Returns void

importance

• importance(): number[]

• Returns importances of the features.

  Returns number[]

  Importances

predict

• predict(x: number[][]): number[][]

• Returns predicted values.

  Parameters

  • x: number[][]

    Sample data

  Returns number[][]

  Predicted values