What is LassoLars? - Linear regression

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What is LassoLars model in Linear regression?
May 22, 2019 in Machine Learning by Tisha
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LassoLars is a lasso model implemented using the LARS algorithm, and unlike the implementation based on coordinate descent, this yields the exact solution, which is piecewise linear as a function of the norm of its coefficients.
Lasso model fit with Least Angle Regression a.k.a. Lars
It is a Linear Model trained with an L1 prior as regularizer.
The optimization objective for Lasso is:

(1 / (2 * n_samples)) * ||y - Xw||^2_2 + alpha * ||w||_1
answered May 22, 2019 by Basu

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