py-lars An implementation of Least Angle Regression
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Python library Python least angle

py-lars Description

py-lars is a literal implementation of the LARS algorithm described by Efron, Hastie, Johnstone, and Tibshirani (2004). This implementation is much less complex than the one in scikits.learn, which I think might be useful for pedagogical purposes. For doing "real" regression problems, though, I'd recommend using the scikits.learn implementation.InstallationInstall with pip pip install lmj.larsOr directly from the source git clone http://github.com/lmjohns3/py-lars cd py-lars python setup.py installProduct's homepage

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