class sklearn.linear_model.LassoCV(eps=0.001, n_alphas=100, alphas=None, fit_intercept=True, normalize=False, precompute='auto', max_iter=1000, tol=0.0001, copy_X=True, cv=None, verbose=False, n_jobs=1, positive=False, random_state=None, selection='cyclic') [source]
Lasso linear model with iterative fitting along a regularization path The best model is selected by cross-validation. The optimization objective for Lasso is: (1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1
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