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.
Accessor to the object’s name.
getId
()Accessor to the object’s id.
Accessor to the stopping criterion on the L1norm of the coefficients.
getName
()Accessor to the object’s name.
Accessor to the object’s shadowed id.
Accessor to the verbosity.
Accessor to the object’s visibility state.
hasName
()Test if the object is named.
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
 x2d sequence of float
Input sample
 y2d sequence of float
Output sample
 psisequence of
Function
Basis
 indicessequence of int
Current indices of the basis
 Returns
 measure
BasisSequence
Fitting measure
 measure

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

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

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

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

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

getVerbose
()¶ Accessor to the verbosity.
 Returns
 vbool.
Verbosity

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

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

hasVisibleName
()¶ Test if the object has a distinguishable name.
 Returns
 hasVisibleNamebool
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
 efloat
Stopping criterion.

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

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

setVerbose
(verbose)¶ Accessor to the verbosity.
 Parameters
 vbool
Enable or disable the verbosity.

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

thisown
¶ The membership flag