secure_learning.models.secure_lasso module
Implementation of LASSO regression model.
- class secure_learning.models.secure_lasso.Lasso(solver_type=SolverTypes.GD, alpha=1)[source]
Bases:
Linear
Solver for LASSO regression. Optimizes a model with objective function
\[\frac{1}{2n_{\textrm{samples}}} \times ||y - X_times_w||^2_2 + \alpha_1 ||w||_1\]- __init__(solver_type=SolverTypes.GD, alpha=1)[source]
Constructor method.
- Parameters:
solver_type (
SolverTypes
) – Solver type to use (e.g. Gradient Descent aka GD)alpha (
float
) – Regularization parameter
- name = 'LASSO regression'