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snowflake.ml.modeling.linear_model.LassoLarsIC¶

class snowflake.ml.modeling.linear_model.LassoLarsIC(*, criterion='aic', fit_intercept=True, verbose=False, normalize='deprecated', precompute='auto', max_iter=500, eps=2.220446049250313e-16, copy_X=True, positive=False, noise_variance=None, input_cols: Optional[Union[str, Iterable[str]]] = None, output_cols: Optional[Union[str, Iterable[str]]] = None, label_cols: Optional[Union[str, Iterable[str]]] = None, drop_input_cols: Optional[bool] = False, sample_weight_col: Optional[str] = None)¶

Bases: BaseTransformer

Lasso model fit with Lars using BIC or AIC for model selection For more details on this class, see sklearn.linear_model.LassoLarsIC

criterion: {‘aic’, ‘bic’}, default=’aic’

The type of criterion to use.

fit_intercept: bool, default=True

Whether 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).

verbose: bool or int, default=False

Sets the verbosity amount.

normalize: bool, default=False

This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use StandardScaler before calling fit on an estimator with normalize=False.

precompute: bool, ‘auto’ or array-like, default=’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.

max_iter: int, default=500

Maximum number of iterations to perform. Can be used for early stopping.

eps: float, default=np.finfo(float).eps

The machine-precision regularization in the computation of the Cholesky diagonal factors. Increase this for very ill-conditioned systems. Unlike the tol parameter in some iterative optimization-based algorithms, this parameter does not control the tolerance of the optimization.

copy_X: bool, default=True

If True, X will be copied; else, it may be overwritten.

positive: bool, default=False

Restrict coefficients to be >= 0. Be aware that you might want to remove fit_intercept which is set True by default. Under the positive restriction the model coefficients do not converge to the ordinary-least-squares solution for small values of alpha. Only coefficients up to the smallest alpha value (alphas_[alphas_ > 0.].min() when fit_path=True) reached by the stepwise Lars-Lasso algorithm are typically in congruence with the solution of the coordinate descent Lasso estimator. As a consequence using LassoLarsIC only makes sense for problems where a sparse solution is expected and/or reached.

noise_variance: float, default=None

The estimated noise variance of the data. If None, an unbiased estimate is computed by an OLS model. However, it is only possible in the case where n_samples > n_features + fit_intercept.

input_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain features. If this parameter is not specified, all columns in the input DataFrame except the columns specified by label_cols and sample-weight_col parameters are considered input columns.

label_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain labels. This is a required param for estimators, as there is no way to infer these columns. If this parameter is not specified, then object is fitted without labels(Like a transformer).

output_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that will store the output of predict and transform operations. The length of output_cols mus match the expected number of output columns from the specific estimator or transformer class used. If this parameter is not specified, output column names are derived by adding an OUTPUT_ prefix to the label column names. These inferred output column names work for estimator’s predict() method, but output_cols must be set explicitly for transformers.

sample_weight_col: Optional[str]

A string representing the column name containing the examples’ weights. This argument is only required when working with weighted datasets.

drop_input_cols: Optional[bool], default=False

If set, the response of predict(), transform() methods will not contain input columns.

Methods

fit(dataset)

Fit the model using X, y as training data For more details on this function, see sklearn.linear_model.LassoLarsIC.fit

predict(dataset)

Predict using the linear model For more details on this function, see sklearn.linear_model.LassoLarsIC.predict

score(dataset)

Return the coefficient of determination of the prediction For more details on this function, see sklearn.linear_model.LassoLarsIC.score

set_input_cols(input_cols)

Input columns setter.

to_sklearn()

Get sklearn.linear_model.LassoLarsIC object.

Attributes

model_signatures

Returns model signature of current class.