NAME

       mlpack_lars - lars

SYNOPSIS

        mlpack_lars [-i string] [-m unknown] [-l double] [-L double] [-r string] [-t string] [-c bool] [-V bool] [-M unknown] [-o string] [-h -v]

DESCRIPTION

       An  implementation of LARS: Least Angle Regression (Stagewise/laSso). This is a stage-wise homotopy-based
       algorithm for L1-regularized linear regression (LASSO) and L1+L2-regularized linear  regression  (Elastic
       Net).

       This program is able to train a LARS/LASSO/Elastic Net model or load a model from file, output regression
       predictions for a test set, and save the trained model to a file. The LARS algorithm is described in more
       detail below:

       Let  X  be  a  matrix  where each row is a point and each column is a dimension, and let y be a vector of
       targets.

       The Elastic Net problem is to solve

         min_beta 0.5 || X * beta - y ||_2^2 + lambda_1 ||beta||_1 +
           0.5 lambda_2 ||beta||_2^2

       If lambda1 > 0 and lambda2 = 0, the problem is the LASSO.  If lambda1 > 0 and lambda2 > 0, the problem is
       the  Elastic  Net.   If lambda1 = 0 and lambda2 > 0, the problem is ridge regression.  If lambda1 = 0 and
       lambda2 = 0, the problem is unregularized linear regression.

       For efficiency reasons, it is not recommended to use this algorithm with ’--lambda1 (-l)' =  0.  In  that
       case,  use  the  'linear_regression'  program,  which implements both unregularized linear regression and
       ridge regression.

       To train a LARS/LASSO/Elastic Net model, the '--input_file (-i)' and ’--responses_file  (-r)'  parameters
       must  be  given. The '--lambda1 (-l)', ’--lambda2 (-L)', and '--use_cholesky (-c)' parameters control the
       training options. A trained model can be saved with the '--output_model_file (-M)'.  If  no  training  is
       desired at all, a model can be passed via the ’--input_model_file (-m)' parameter.

       The  program can also provide predictions for test data using either the trained model or the given input
       model. Test points can be specified with the ’--test_file (-t)' parameter.  Predicted  responses  to  the
       test points can be saved with the '--output_predictions_file (-o)' output parameter.

       For  example,  the  following command trains a model on the data 'data.csv' and responses 'responses.csv'
       with lambda1 set to 0.4 and lambda2 set to 0 (so, LASSO is being solved), and then the model is saved  to
       'lasso_model.bin':

       $   mlpack_lars   --input_file   data.csv   --responses_file  responses.csv  --lambda1  0.4  --lambda2  0
       --output_model_file lasso_model.bin

       The following command uses the 'lasso_model.bin' to provide predicted responses for the  data  'test.csv'
       and save those responses to ’test_predictions.csv':

       $   mlpack_lars   --input_model_file   lasso_model.bin   --test_file  test.csv  --output_predictions_file
       test_predictions.csv

OPTIONAL INPUT OPTIONS

       --help (-h) [bool]
              Default help info.

       --info [string]
              Print help on a specific option. Default value ''.

       --input_file (-i) [string]
              Matrix of covariates (X).

       --input_model_file (-m) [unknown]
              Trained LARS model to use.

       --lambda1 (-l) [double]
              Regularization parameter for l1-norm penalty.  Default value 0.

       --lambda2 (-L) [double]
              Regularization parameter for l2-norm penalty.  Default value 0.

       --responses_file (-r) [string]
              Matrix of responses/observations (y).

       --test_file (-t) [string]
              Matrix containing points to regress on (test points).

       --use_cholesky (-c) [bool]
              Use Cholesky decomposition during computation rather  than  explicitly  computing  the  full  Gram
              matrix.

       --verbose (-v) [bool]
              Display informational messages and the full list of parameters and timers at the end of execution.

       --version (-V) [bool]
              Display the version of mlpack.

OPTIONAL OUTPUT OPTIONS

       --output_model_file (-M) [unknown]
              Output LARS model.

       --output_predictions_file (-o) [string]
              If --test_file is specified, this file is where the predicted responses will be saved.

ADDITIONAL INFORMATION

       For  further  information,  including  relevant  papers, citations, and theory, consult the documentation
       found at http://www.mlpack.org or included with your distribution of mlpack.