Implementaion of the LASSO regression.

class FirstInChunkSelector[source]

FirstInChunkSelector(clf)

Selects first element from each non zero chunk.

class LassoICSelector[source]

LassoICSelector(y, criterion, alpha=0.05)

LASSO regression with FirstInChunkSelector.

LassoICSelector.odds_hat_l_u[source]

LassoICSelector.odds_hat_l_u()

LassoICSelector.rt[source]

LassoICSelector.rt()

from nbdev.export import notebook2script; notebook2script()
Converted 00_core.ipynb.
Converted 01_lasso.ipynb.
Converted index.ipynb.