LARS

class LARS(*args)

Least Angle Regression.

Available constructors:
LARS()

Notes

LARS inherits from BasisSequenceFactory.

If the size P of the PC basis is of similar size to N, or even possibly significantly larger than N , then the following ordinary least squares problem is ill-posed:

\vect{a} = \argmin_{\vect{b} \in \Rset^P} E_{\mu} \left[ \left( g \circ T^{-1}
        (\vect{U}) - \vect{b}^{\intercal} \vect{\Psi}(\vect{U}) \right)^2 \right]

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.

Methods

build(x, y, psi, indices)
getClassName() Accessor to the object’s name.
getId() Accessor to the object’s id.
getMaximumRelativeConvergence()
getName() Accessor to the object’s name.
getShadowedId() Accessor to the object’s shadowed id.
getVerbose()
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)
setName(name) Accessor to the object’s name.
setShadowedId(id) Accessor to the object’s shadowed id.
setVerbose(verbose)
setVisibility(visible) Accessor to the object’s visibility state.
__init__(*args)
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.

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.

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.

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.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:

visible : bool

Visibility flag.