\section{/var/www/mlpack.ratml.\+org/mlpack.org/\+\_\+src/mlpack-\/git/src/mlpack/methods/lars/lars.hpp File Reference}
\label{lars_8hpp}\index{/var/www/mlpack.\+ratml.\+org/mlpack.\+org/\+\_\+src/mlpack-\/git/src/mlpack/methods/lars/lars.\+hpp@{/var/www/mlpack.\+ratml.\+org/mlpack.\+org/\+\_\+src/mlpack-\/git/src/mlpack/methods/lars/lars.\+hpp}}
Include dependency graph for lars.\+hpp\+:
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This graph shows which files directly or indirectly include this file\+:
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\subsection*{Classes}
\begin{DoxyCompactItemize}
\item 
class \textbf{ L\+A\+RS}
\begin{DoxyCompactList}\small\item\em An implementation of \doxyref{L\+A\+RS}{p.}{classmlpack_1_1regression_1_1LARS}, a stage-\/wise homotopy-\/based algorithm for l1-\/regularized linear regression (L\+A\+S\+SO) and l1+l2 regularized linear regression (Elastic Net). \end{DoxyCompactList}\end{DoxyCompactItemize}
\subsection*{Namespaces}
\begin{DoxyCompactItemize}
\item 
 \textbf{ mlpack}
\begin{DoxyCompactList}\small\item\em Linear algebra utility functions, generally performed on matrices or vectors. \end{DoxyCompactList}\item 
 \textbf{ mlpack\+::regression}
\begin{DoxyCompactList}\small\item\em Regression methods. \end{DoxyCompactList}\end{DoxyCompactItemize}


\subsection{Detailed Description}
\begin{DoxyAuthor}{Author}
Nishant Mehta (niche)
\end{DoxyAuthor}
Definition of the L\+A\+RS class, which performs Least Angle Regression and the L\+A\+S\+SO.

Only minor modifications of L\+A\+RS are necessary to handle the constrained version of the problem\+:

\[ \min_{\beta} 0.5 || X \beta - y ||_2^2 + 0.5 \lambda_2 || \beta ||_2^2 \] subject to $ ||\beta||_1 <= \tau $

Although this option currently is not implemented, it will be implemented very soon.

mlpack is free software; you may redistribute it and/or modify it under the terms of the 3-\/clause B\+SD license. You should have received a copy of the 3-\/clause B\+SD license along with mlpack. If not, see {\tt http\+://www.\+opensource.\+org/licenses/\+B\+S\+D-\/3-\/\+Clause} for more information.