.TH "/var/www/mlpack.ratml.org/mlpack.org/_src/mlpack-3.3.2/src/mlpack/methods/lars/lars.hpp" 3 "Mon Aug 31 2020" "Version 3.3.2" "mlpack" \" -*- nroff -*-
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.SH NAME
/var/www/mlpack.ratml.org/mlpack.org/_src/mlpack-3.3.2/src/mlpack/methods/lars/lars.hpp
.SH SYNOPSIS
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.SS "Classes"

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.RI "class \fBLARS\fP"
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.RI "An implementation of \fBLARS\fP, a stage-wise homotopy-based algorithm for l1-regularized linear regression (LASSO) and l1+l2 regularized linear regression (Elastic Net)\&. "
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.SS "Namespaces"

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.RI " \fBmlpack\fP"
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.RI "Linear algebra utility functions, generally performed on matrices or vectors\&. "
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.RI " \fBmlpack::regression\fP"
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.RI "Regression methods\&. "
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.SH "Detailed Description"
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\fBAuthor:\fP
.RS 4
Nishant Mehta (niche)
.RE
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Definition of the LARS class, which performs Least Angle Regression and the LASSO\&.
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Only minor modifications of LARS are necessary to handle the constrained version of the problem:
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\[ \min_{\beta} 0.5 || X \beta - y ||_2^2 + 0.5 \lambda_2 || \beta ||_2^2 \] subject to $ ||\beta||_1 <= \tau $
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Although this option currently is not implemented, it will be implemented very soon\&.
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mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-clause BSD license\&. You should have received a copy of the 3-clause BSD license along with mlpack\&. If not, see http://www.opensource.org/licenses/BSD-3-Clause for more information\&. 
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Definition in file \fBlars\&.hpp\fP\&.
.SH "Author"
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Generated automatically by Doxygen for mlpack from the source code\&.