sklearn.linear_model.lars_path(X, y, Xy=None, Gram=None, max_iter=500, alpha_min=0, method='lar', copy_X=True, eps=2.2204460492503131e-16, copy_Gram=True, verbose=0, return_path=True, return_n_iter=False, positive=False) [source]
Compute Least Angle Regression or Lasso path using LARS algorithm [1] The optimization objective for the case method=?lasso? is: (1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1
in the case of method=?lars?, the objective function is only known in the form