# Package com.numericalmethod.suanshu.stats.regression.linear.lasso

• Class Summary
Class Description
ConstrainedLASSObyLARS
This class solves the constrained form of LASSO by modified least angle regression (LARS) and linear interpolation: $\min_w \left \{ \left \| Xw - y \right \|_2^2 \right \}\) subject to $$\left \| w \right \|_1 \leq t$ ConstrainedLASSObyQP This class solves the constrained form of LASSO (i.e.\(\min_w \left \{ \left \| Xw - y \right \|_2^2 \right \}$$ subject to $$\left \| w \right \|_1 \leq t$$) by transforming it into a single quadratic programming problem with (2 * m + 1) constraints, where m is the number of columns of the design matrix.
ConstrainedLASSOProblem
A LASSO (least absolute shrinkage and selection operator) problem focuses on solving an RSS (residual sum of squared errors) problem with L1 regularization.
UnconstrainedLASSObyCoordinateDescent
This class solves the unconstrained form of LASSO, that is, $\min_w \left \{ \left \| Xw - y \right \|_2^2 + \lambda * \left \| w \right \|_1 \right \}$ by Coordinate Descent method.
UnconstrainedLASSObyQP
This class solves the unconstrained form of LASSO (i.e.
UnconstrainedLASSOProblem
A LASSO (least absolute shrinkage and selection operator) problem focuses on solving an RSS (residual sum of squared errors) problem with L1 regularization.