Beispiel #1
0
 def fit(self, X, y):
     n_lambdas, intercept_, coef_, _, _, rsquared_, lambdas, _, jerr \
     = elastic_net(X, y, self.rho, lambdas=[self.alpha])
     # elastic_net will fire exception instead
     # assert jerr == 0
     self.coef_ = coef_
     self.intercept_ = intercept_
     self.rsquared_ = rsquared_
     return self
Beispiel #2
0
def elastic_net_path(X, y, rho, **kwargs):
    """return full path for ElasticNet"""
    n_lambdas, intercepts, coefs, _, _, _, lambdas, _, jerr \
    = elastic_net(X, y, rho, **kwargs)
    return lambdas, coefs, intercepts