secure_learning.models.secure_lasso module

Implementation of LASSO regression model.

class secure_learning.models.secure_lasso.Lasso(solver_type=SolverTypes.GD, alpha=1)[source]

Bases: Linear

Solver for LASSO regression. Optimizes a model with objective function

\[\frac{1}{2n_{\textrm{samples}}} \times ||y - X_times_w||^2_2 + \alpha_1 ||w||_1\]

__init__(solver_type=SolverTypes.GD, alpha=1)[source]

Constructor method.

Parameters:

solver_type (SolverTypes) – Solver type to use (e.g. Gradient Descent aka GD)
alpha (float) – Regularization parameter