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Least angle regression (LARS) Classifier.
LARS is the model selection algorithm from:
Bradley Efron, Trevor Hastie, Iain Johnstone and Robert Tibshirani, Least Angle Regression Annals of Statistics (with discussion) (2004) 32(2), 407-499. A new method for variable subset selection, with the lasso and 'epsilon' forward stagewise methods as special cases.
Similar to SMLR, it performs a feature selection while performing classification, but instead of starting with all features, it starts with none and adds them in, which is similar to boosting.
This classifier behaves more like a ridge regression in that it returns prediction values and it treats the training labels as continuous.
In the true nature of the PyMVPA framework, this algorithm is actually implemented in R by Trevor Hastie and wrapped via RPy. To make use of LARS, you must have R and RPy installed as well as the LARS contributed package. You can install the R and RPy with the following command on Debian-based machines:
sudo aptitude install python-rpy python-rpy-doc r-base-dev
You can then install the LARS package by running R as root and calling:
install.packages()
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_clf_internals = ['lars', 'regression', 'linear', 'has_sensiti Describes some specifics about the classifier -- is that it is doing regression for instance.... |
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weights = property(lambda self: self.__weights)
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__weights The beta weights for each feature. |
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__trained_model The model object after training that will be used for predictions. |
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Initialize LARS. See the help in R for further details on the following parameters:
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data (Dataset).
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_clf_internalsDescribes some specifics about the classifier -- is that it is doing regression for instance....
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