Warning
DEPRECATED
class sklearn.linear_model.RandomizedLasso(*args, **kwargs)
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Randomized Lasso.
Randomized Lasso works by subsampling the training data and computing a Lasso estimate where the penalty of a random subset of coefficients has been scaled. By performing this double randomization several times, the method assigns high scores to features that are repeatedly selected across randomizations. This is known as stability selection. In short, features selected more often are considered good features.
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See also
Stability selection Nicolai Meinshausen, Peter Buhlmann Journal of the Royal Statistical Society: Series B Volume 72, Issue 4, pages 417-473, September 2010 DOI: 10.1111/j.1467-9868.2010.00740.x
>>> from sklearn.linear_model import RandomizedLasso >>> randomized_lasso = RandomizedLasso()
fit (X, y) | Fit the model using X, y as training data. |
fit_transform (X[, y]) | Fit to data, then transform it. |
get_params ([deep]) | Get parameters for this estimator. |
get_support ([indices]) | Get a mask, or integer index, of the features selected |
inverse_transform (X) | Reverse the transformation operation |
set_params (**params) | Set the parameters of this estimator. |
transform (X) | Reduce X to the selected features. |
__init__(*args, **kwargs)
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DEPRECATED: The class RandomizedLasso is deprecated in 0.19 and will be removed in 0.21.
fit(X, y)
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Fit the model using X, y as training data.
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fit_transform(X, y=None, **fit_params)
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Fit to data, then transform it.
Fits transformer to X and y with optional parameters fit_params and returns a transformed version of X.
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get_params(deep=True)
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Get parameters for this estimator.
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get_support(indices=False)
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Get a mask, or integer index, of the features selected
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inverse_transform(X)
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Reverse the transformation operation
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set_params(**params)
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Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter>
so that it’s possible to update each component of a nested object.
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transform(X)
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Reduce X to the selected features.
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© 2007–2018 The scikit-learn developers
Licensed under the 3-clause BSD License.
http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.RandomizedLasso.html