LARS¶

class
LARS
(*args)¶ Least Angle Regression.
Refer to Sparse least squares polynomial metamodel.
See also
Notes
LARS inherits from
BasisSequenceFactory
.If the size of the PC basis is of similar size to , or even possibly significantly larger than , then the following ordinary least squares problem is illposed:
The sparse least squares approaches may be employed instead. Eventually a sparse PC representation is obtained, that is an approximation which only contains a small number of active basis functions.
This class is not usable as is because it has sense only whithin the
FunctionalChaosAlgorithm
.Attributes: thisown
The membership flag
Methods
build
(x, y, psi, indices)Run the algorithm. getClassName
()Accessor to the object’s name. getId
()Accessor to the object’s id. getMaximumRelativeConvergence
()Accessor to the stopping criterion on the L1norm of the coefficients. getName
()Accessor to the object’s name. getShadowedId
()Accessor to the object’s shadowed id. getVerbose
()Accessor to the verbosity. getVisibility
()Accessor to the object’s visibility state. hasName
()Test if the object is named. hasVisibleName
()Test if the object has a distinguishable name. setMaximumRelativeConvergence
(coefficientsPaths)Accessor to the stopping criterion on the L1norm of the coefficients. setName
(name)Accessor to the object’s name. setShadowedId
(id)Accessor to the object’s shadowed id. setVerbose
(verbose)Accessor to the verbosity. setVisibility
(visible)Accessor to the object’s visibility state. 
__init__
(*args)¶ Initialize self. See help(type(self)) for accurate signature.

build
(x, y, psi, indices)¶ Run the algorithm.
Parameters:  x : 2d sequence of float
Input sample
 y : 2d sequence of float
Output sample
 psi : sequence of
Function
Basis
 indices : sequence of int
Current indices of the basis
Returns:  measure :
BasisSequence
Fitting measure

getClassName
()¶ Accessor to the object’s name.
Returns:  class_name : str
The object class name (object.__class__.__name__).

getId
()¶ Accessor to the object’s id.
Returns:  id : int
Internal unique identifier.

getMaximumRelativeConvergence
()¶ Accessor to the stopping criterion on the L1norm of the coefficients.
Returns:  e : float
Stopping criterion.

getName
()¶ Accessor to the object’s name.
Returns:  name : str
The name of the object.

getShadowedId
()¶ Accessor to the object’s shadowed id.
Returns:  id : int
Internal unique identifier.

getVerbose
()¶ Accessor to the verbosity.
Returns:  v : bool.
Verbosity

getVisibility
()¶ Accessor to the object’s visibility state.
Returns:  visible : bool
Visibility flag.

hasName
()¶ Test if the object is named.
Returns:  hasName : bool
True if the name is not empty.

hasVisibleName
()¶ Test if the object has a distinguishable name.
Returns:  hasVisibleName : bool
True if the name is not empty and not the default one.

setMaximumRelativeConvergence
(coefficientsPaths)¶ Accessor to the stopping criterion on the L1norm of the coefficients.
Parameters:  e : float
Stopping criterion.

setName
(name)¶ Accessor to the object’s name.
Parameters:  name : str
The name of the object.

setShadowedId
(id)¶ Accessor to the object’s shadowed id.
Parameters:  id : int
Internal unique identifier.

setVerbose
(verbose)¶ Accessor to the verbosity.
Parameters:  v : bool
Enable or disable the verbosity.

setVisibility
(visible)¶ Accessor to the object’s visibility state.
Parameters:  visible : bool
Visibility flag.

thisown
¶ The membership flag