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MultiTaskLassoCV

MultiTaskLassoCV

Multi-task Lasso model trained with L1/L2 mixed-norm as regularizer.

See glossary entry for cross-validation estimator.

The optimization objective for MultiTaskLasso is:

Python Reference (opens in a new tab)

Constructors

constructor()

Signature

new MultiTaskLassoCV(opts?: object): MultiTaskLassoCV;

Parameters

NameTypeDescription
opts?object-
opts.alphas?ArrayLikeList of alphas where to compute the models. If not provided, set automatically.
opts.copy_X?booleanIf true, X will be copied; else, it may be overwritten. Default Value true
opts.cv?numberDetermines the cross-validation splitting strategy. Possible inputs for cv are:
opts.eps?numberLength of the path. eps=1e-3 means that alpha\_min / alpha\_max \= 1e-3. Default Value 0.001
opts.fit_intercept?booleanWhether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered). Default Value true
opts.max_iter?numberThe maximum number of iterations. Default Value 1000
opts.n_alphas?numberNumber of alphas along the regularization path. Default Value 100
opts.n_jobs?numberNumber of CPUs to use during the cross validation. Note that this is used only if multiple values for l1_ratio are given. undefined means 1 unless in a joblib.parallel\_backend (opens in a new tab) context. \-1 means using all processors. See Glossary for more details.
opts.random_state?numberThe seed of the pseudo random number generator that selects a random feature to update. Used when selection == ‘random’. Pass an int for reproducible output across multiple function calls. See Glossary.
opts.selection?"random" | "cyclic"If set to ‘random’, a random coefficient is updated every iteration rather than looping over features sequentially by default. This (setting to ‘random’) often leads to significantly faster convergence especially when tol is higher than 1e-4. Default Value 'cyclic'
opts.tol?numberThe tolerance for the optimization: if the updates are smaller than tol, the optimization code checks the dual gap for optimality and continues until it is smaller than tol. Default Value 0.0001
opts.verbose?number | booleanAmount of verbosity. Default Value false

Returns

MultiTaskLassoCV

Defined in: generated/linear_model/MultiTaskLassoCV.ts:25 (opens in a new tab)

Methods

dispose()

Disposes of the underlying Python resources.

Once dispose() is called, the instance is no longer usable.

Signature

dispose(): Promise<void>;

Returns

Promise<void>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:173 (opens in a new tab)

fit()

Fit MultiTaskLasso model with coordinate descent.

Fit is on grid of alphas and best alpha estimated by cross-validation.

Signature

fit(opts: object): Promise<any>;

Parameters

NameTypeDescription
optsobject-
opts.X?ArrayLike[]Data.
opts.y?ArrayLike[]Target. Will be cast to X’s dtype if necessary.

Returns

Promise<any>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:192 (opens in a new tab)

get_metadata_routing()

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Signature

get_metadata_routing(opts: object): Promise<any>;

Parameters

NameTypeDescription
optsobject-
opts.routing?anyA MetadataRequest encapsulating routing information.

Returns

Promise<any>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:236 (opens in a new tab)

init()

Initializes the underlying Python resources.

This instance is not usable until the Promise returned by init() resolves.

Signature

init(py: PythonBridge): Promise<void>;

Parameters

NameType
pyPythonBridge

Returns

Promise<void>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:119 (opens in a new tab)

path()

Compute Lasso path with coordinate descent.

The Lasso optimization function varies for mono and multi-outputs.

For mono-output tasks it is:

Signature

path(opts: object): Promise<ArrayLike>;

Parameters

NameTypeDescription
optsobject-
opts.X?ArrayLikeTraining data. Pass directly as Fortran-contiguous data to avoid unnecessary memory duplication. If y is mono-output then X can be sparse.
opts.Xy?ArrayLikeXy = np.dot(X.T, y) that can be precomputed. It is useful only when the Gram matrix is precomputed.
opts.alphas?ArrayLikeList of alphas where to compute the models. If undefined alphas are set automatically.
opts.coef_init?ArrayLikeThe initial values of the coefficients.
opts.copy_X?booleanIf true, X will be copied; else, it may be overwritten. Default Value true
opts.eps?numberLength of the path. eps=1e-3 means that alpha\_min / alpha\_max \= 1e-3. Default Value 0.001
opts.n_alphas?numberNumber of alphas along the regularization path. Default Value 100
opts.params?anyKeyword arguments passed to the coordinate descent solver.
opts.positive?booleanIf set to true, forces coefficients to be positive. (Only allowed when y.ndim \== 1). Default Value false
opts.precompute?boolean | ArrayLike[] | "auto"Whether to use a precomputed Gram matrix to speed up calculations. If set to 'auto' let us decide. The Gram matrix can also be passed as argument. Default Value 'auto'
opts.return_n_iter?booleanWhether to return the number of iterations or not. Default Value false
opts.verbose?number | booleanAmount of verbosity. Default Value false
opts.y?anyTarget values.

Returns

Promise<ArrayLike>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:277 (opens in a new tab)

predict()

Predict using the linear model.

Signature

predict(opts: object): Promise<any>;

Parameters

NameTypeDescription
optsobject-
opts.X?anySamples.

Returns

Promise<any>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:404 (opens in a new tab)

score()

Return the coefficient of determination of the prediction.

The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y\_true \- y\_pred)\*\* 2).sum() and \(v\) is the total sum of squares ((y\_true \- y\_true.mean()) \*\* 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.

Signature

score(opts: object): Promise<number>;

Parameters

NameTypeDescription
optsobject-
opts.X?ArrayLike[]Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n\_samples, n\_samples\_fitted), where n\_samples\_fitted is the number of samples used in the fitting for the estimator.
opts.sample_weight?ArrayLikeSample weights.
opts.y?ArrayLikeTrue values for X.

Returns

Promise<number>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:441 (opens in a new tab)

set_fit_request()

Request metadata passed to the fit method.

Note that this method is only relevant if enable\_metadata\_routing=True (see sklearn.set\_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

Signature

set_fit_request(opts: object): Promise<any>;

Parameters

NameTypeDescription
optsobject-
opts.sample_weight?string | booleanMetadata routing for sample\_weight parameter in fit.

Returns

Promise<any>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:494 (opens in a new tab)

set_score_request()

Request metadata passed to the score method.

Note that this method is only relevant if enable\_metadata\_routing=True (see sklearn.set\_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

Signature

set_score_request(opts: object): Promise<any>;

Parameters

NameTypeDescription
optsobject-
opts.sample_weight?string | booleanMetadata routing for sample\_weight parameter in score.

Returns

Promise<any>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:536 (opens in a new tab)

Properties

_isDisposed

boolean = false

Defined in: generated/linear_model/MultiTaskLassoCV.ts:23 (opens in a new tab)

_isInitialized

boolean = false

Defined in: generated/linear_model/MultiTaskLassoCV.ts:22 (opens in a new tab)

_py

PythonBridge

Defined in: generated/linear_model/MultiTaskLassoCV.ts:21 (opens in a new tab)

id

string

Defined in: generated/linear_model/MultiTaskLassoCV.ts:18 (opens in a new tab)

opts

any

Defined in: generated/linear_model/MultiTaskLassoCV.ts:19 (opens in a new tab)

Accessors

alpha_

The amount of penalization chosen by cross validation.

Signature

alpha_(): Promise<number>;

Returns

Promise<number>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:628 (opens in a new tab)

alphas_

The grid of alphas used for fitting.

Signature

alphas_(): Promise<ArrayLike>;

Returns

Promise<ArrayLike>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:682 (opens in a new tab)

coef_

Parameter vector (W in the cost function formula). Note that coef\_ stores the transpose of W, W.T.

Signature

coef_(): Promise<ArrayLike[]>;

Returns

Promise<ArrayLike[]>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:601 (opens in a new tab)

dual_gap_

The dual gap at the end of the optimization for the optimal alpha.

Signature

dual_gap_(): Promise<number>;

Returns

Promise<number>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:736 (opens in a new tab)

feature_names_in_

Names of features seen during fit. Defined only when X has feature names that are all strings.

Signature

feature_names_in_(): Promise<ArrayLike>;

Returns

Promise<ArrayLike>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:790 (opens in a new tab)

intercept_

Independent term in decision function.

Signature

intercept_(): Promise<ArrayLike>;

Returns

Promise<ArrayLike>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:574 (opens in a new tab)

mse_path_

Mean square error for the test set on each fold, varying alpha.

Signature

mse_path_(): Promise<ArrayLike[]>;

Returns

Promise<ArrayLike[]>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:655 (opens in a new tab)

n_features_in_

Number of features seen during fit.

Signature

n_features_in_(): Promise<number>;

Returns

Promise<number>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:763 (opens in a new tab)

n_iter_

Number of iterations run by the coordinate descent solver to reach the specified tolerance for the optimal alpha.

Signature

n_iter_(): Promise<number>;

Returns

Promise<number>

Defined in: generated/linear_model/MultiTaskLassoCV.ts:709 (opens in a new tab)

py

Signature

py(): PythonBridge;

Returns

PythonBridge

Defined in: generated/linear_model/MultiTaskLassoCV.ts:106 (opens in a new tab)

Signature

py(pythonBridge: PythonBridge): void;

Parameters

NameType
pythonBridgePythonBridge

Returns

void

Defined in: generated/linear_model/MultiTaskLassoCV.ts:110 (opens in a new tab)