Linear Models

  1. Ordinary Least Squares (OLS)
  2. Non-Negative Least Squares (NNLS)
  3. Ridge Regression (penalized coefficient sizes)
  4. Ridge Classification
  5. Ridge Regression with Built-in Cross Validation
  6. Lasso (sparse coefficients)

Ordinary Least Squares (OLS)

Least Squares (Non-Negative)

Ridge regression

Ridge Classification

Ridge Regression with built-in Alpha Cross Validation

Lasso Regression

lasso_path (API call)

Model selection using Info criteria techniques

Multitask Lasso Regression

Elastic-Net

Elastic-Net (Multitask)

Elastic-Net (Multitask w/ Cross Validation)

Least Angle Regression (LARS)

LARS Lasso

example: compute Lasso path vs regularization using the LARS algorithm