Class ElasticNet

constructor

• new ElasticNet(
      lambda?: number,
      alpha?: number,
      method?: "ISTA" | "CD",
  ): ElasticNet

  Parameters

  • Optionallambda: number

    Regularization strength

  • Optionalalpha: number

    Mixing parameter

  • Optionalmethod: "ISTA" | "CD"

    Method name

  Returns ElasticNet

_alpha

_lambda

_method

_w

_calc_b0

• _calc_b0(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