lasso | Convex optimizers for LASSO , including subgradient | Portfolio library

 by   lx10077 Python Version: Current License: No License

kandi X-RAY | lasso Summary

kandi X-RAY | lasso Summary

lasso is a Python library typically used in Web Site, Portfolio applications. lasso has no bugs and it has low support. However lasso has 2 vulnerabilities and it build file is not available. You can download it from GitHub.

Convex optimizers for LASSO, including subgradient, project gradient, proximal gradient, smooth method, lagrangian method and stochastic gradient descent variants.
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            kandi-support Support

              lasso has a low active ecosystem.
              It has 14 star(s) with 3 fork(s). There are no watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              lasso has no issues reported. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of lasso is current.

            kandi-Quality Quality

              lasso has no bugs reported.

            kandi-Security Security

              lasso has 2 vulnerability issues reported (0 critical, 1 high, 1 medium, 0 low).

            kandi-License License

              lasso does not have a standard license declared.
              Check the repository for any license declaration and review the terms closely.
              OutlinedDot
              Without a license, all rights are reserved, and you cannot use the library in your applications.

            kandi-Reuse Reuse

              lasso releases are not available. You will need to build from source code and install.
              lasso has no build file. You will be need to create the build yourself to build the component from source.

            Top functions reviewed by kandi - BETA

            kandi has reviewed lasso and discovered the below as its top functions. This is intended to give you an instant insight into lasso implemented functionality, and help decide if they suit your requirements.
            • Train the optimizer
            • Step of adagradov step
            • R Resterov step
            • Calculate the momentum at a given point
            • Apply adagrad step
            • Apply rmsprop step
            • Perform Adam step
            • Train the model
            • Fast step of FISTA
            • Perform Nesterov step
            • Proximal operator
            • Train the lagrangian
            • Perform dual gradient step
            • Shrink down a point
            • Train the subgradient
            • Perform a dimish step
            • Apply fixed step_size
            Get all kandi verified functions for this library.

            lasso Key Features

            No Key Features are available at this moment for lasso.

            lasso Examples and Code Snippets

            No Code Snippets are available at this moment for lasso.

            Community Discussions

            QUESTION

            Python: How to plot Pabon Lasso chart using matplotlib?
            Asked 2021-Jun-05 at 17:53

            I'm trying to plot a Pabon-Lasso chart using python's matplotlib library. Pabon-Lasso is a healthcare services efficiency/performance plot. I only found the R code library for the plotting at: https://cran.r-project.org/web/packages/PabonLasso/index.html through searching but I have zero R knowledge.

            Examples of a Pabon-Lasso chart is as follows:

            The X-axis refers to BOR (Bed Occupancy Rate). The Y-axis refers to BTR (Bed Turnover Rate). The top and right-hand side axis represent the ALOS (Average Length of Stay).

            The chart is divided into four quadrants with each representing different efficiencies/performance level. The horizontal line on the middle of the chart is the mean BTR. The vertical line on the middle of the chart is the mean BOR. The diagonal lines on the chart are at gradients of y/x = BTR/BOR. Each diagonal lines starts from origin. The intersection on the right(or top) axis represents the ALOS.

            I have tried using the code below but stuck on the labelling for the top and right axis for ALOS parameter.

            My code:

            ...

            ANSWER

            Answered 2021-Apr-05 at 08:54

            You are on the right track. The matplotlib.axes object has twinning methods that adds additional single axes.

            For example:

            Source https://stackoverflow.com/questions/66943645

            QUESTION

            Select points in line series
            Asked 2021-Jun-03 at 07:13

            I'd like to use a modifier key with the left mouse button that will select the data inside the rectangle, rather than the zoom to that data. Is this possible? I cannot find a suitable API for it. Bonus points if there's a way to select data that falls inside a polygon (like a lasso tool).

            ...

            ANSWER

            Answered 2021-Jun-02 at 12:26

            Here's one example of completely custom ChartXY interactions. Key points:

            • Default rectangle fit & zoom interactions are disabled.

            • Line series data is cached to a variable which can be used for custom statistics.

            • RectangleSeries is used for visualizing drag area on chart.

            • UI elements are used for displaying statistics of selected area.

            • ChartXY.onSeriesBackgroundMouseDrag event is used for hooking custom actions to user interactions.

            Below you'll find a code snippet where dragging with left mouse button creates a rectangular area which shows highlighted X area and solved Y data range within. Releasing the mouse button results in the full selected data points array being solved (length is logged to console).

            Source https://stackoverflow.com/questions/67796736

            QUESTION

            Select points by lasso in Qt using Geopandas
            Asked 2021-May-14 at 22:12

            I'm creating a GUI using Qt for plotting a geopandas dataframe conformed by points. Now I'd like to subset the geopandas dataframe by lasso some of the plotted points, just like selecting points by lasso in Arcmap.

            Does anybody know how can I achieve this?

            I've heard about Lasso Selector of Matplotlib by I don't know if it will work.

            ...

            ANSWER

            Answered 2021-May-14 at 22:12

            Your question is pretty light on specifics. What's even the problem you're running into? Do you know how to draw points in a (Py)Qt GUI? Do you know how to select points with geopandas? (This is easily googled: https://gis.stackexchange.com/questions/279670/geopandas-equivalent-to-select-by-location)

            Did you actually try the matplotlib lasso selector? This example works interactively: https://matplotlib.org/stable/gallery/widgets/lasso_selector_demo_sgskip.html

            If you just want to plot and select points, it's likely sufficient. No need for a Qt GUI.

            Anyway, if you really need a Qt application... I'm assuming you already have a a GeoDataFrame containing the data, e.g. called points.

            1. Design something in (Py)Qt which allows drawing a geometry on your plot.
            2. Collect the vertices of the drawn geometry.
            3. Convert the vertices into a shapely polygon (via shapely.geometry.Polygon).
            4. Find the points within in the polygon, points.within(polygon).

            Source https://stackoverflow.com/questions/67538044

            QUESTION

            How to select columns of a data base to call a linear regression (OLS and lasso) in sklearn
            Asked 2021-May-10 at 07:25

            I am not comfortable with Python - much less intimidated and at ease with R. So indulge me on a silly question that is taking me a ton of searches without success.

            I want to fit in a regression model with sklearn both with OLS and lasso. In particular, I like the mtcars dataset that is so easy to call in R, and, as it turns out, also very accessible in Python:

            ...

            ANSWER

            Answered 2021-May-09 at 14:46

            Here are two ways - unsatisfactory, especially because the variables labels seem to be gone once the regression gets going:

            Source https://stackoverflow.com/questions/67453291

            QUESTION

            Update Character Variables based on String Pattern in R
            Asked 2021-Apr-24 at 13:20

            I currently have the below vector and am trying to use stringr to find a pattern and update.

            ...

            ANSWER

            Answered 2021-Apr-20 at 09:22

            simply use the | character to set an "or" in the pattern.

            Source https://stackoverflow.com/questions/67175961

            QUESTION

            How to create new columns as a function of existing columns in a pandas dataframe?
            Asked 2021-Apr-24 at 00:03

            To start with, I have a non-linear model, that I would like to perform a lasso regression with:

            My approach to doing this would be to create a new data frame containing all possible combinations of the vectors of variables, which should = J + J^2

            In my data I have J=19, that being 19 predictors, so I am hoping to yield 171 columns in total. Using this I can then perform the Lasso regression using Sklearn.

            My approach so far has been:

            ...

            ANSWER

            Answered 2021-Apr-24 at 00:03

            If I understand your requirements correctly then maybe this will work for you. If not then maybe you can use the concepts to meet your needs.

            Create a list with your numeric predictor values: (I created some representative via range())

            Source https://stackoverflow.com/questions/67235121

            QUESTION

            avoid duplicated column headers pandas dataframe creation
            Asked 2021-Apr-20 at 20:07

            Im a beginner trying to create dataframe that is storing some model perfomances(R², RMSE, training time, predic time...etc, below an example. but the result is a dataframe with repeated column headers. could you please help me to avoid this? the objective is to have all the df with one header only... The issue must come from the 'for loop' but I'm not sure how to fix it. Thanks

            ...

            ANSWER

            Answered 2021-Apr-20 at 20:07

            You can create an empty dataframe first outside the loop:

            Source https://stackoverflow.com/questions/67140865

            QUESTION

            Error Getting RMSE and R2 after training model on test set
            Asked 2021-Apr-16 at 06:49

            I have a training data (train.dat) and test data (test.dat). I would like to run my LASSO model on the test data after training it on the training data, which seems to have gone ok.

            From there, I would like to get the RMSE and R2 to observe the predictive accuracy of the model. However, I get the errors: Error in pred - obs : non-numeric argument to binary operator (for RMSE) and Error in complete.cases(pred) : not all arguments have the same length for R2.

            Can anyone tell me what has gone wrong with my code?

            ...

            ANSWER

            Answered 2021-Apr-12 at 10:05

            You have NA value in your test dataset, you can avoid the error by using : lasso.pred <- predict(lasso.fit2, newdata = test.dat,na.action = na.pass, type="raw")

            Source https://stackoverflow.com/questions/67055626

            QUESTION

            How to add a neural network model with ML models in VotingRegressor?
            Asked 2021-Apr-13 at 05:32

            Background of the Problem

            I was trying to use a KerasRegressor model with the ML models (e.g. Lasso, Gradient Boost Regressor) for the purpose of building an ensemble method. I used the VotingRegressor() function of sklearn to group the models. However, when I add the KerasRegressor model in VotingRegressor(), I get the following error.

            ValueError: The estimator KerasRegressor should be a regressor.

            How Did I Try to Solve the Problem?

            I searched on google by the error and I found only this page where I do not find the solution. Moreover, I tried to understand the document of the KerasRegressor. However, I do not know why I get the error as the document says that it is the implementation of the scikit-learn regressor API for Keras.

            Then, My Question

            Why did I get the error and what can I do to solve it?

            Any help will be greatly appreciated :). Thanks!

            ...

            ANSWER

            Answered 2021-Apr-13 at 05:32

            From this issue there is no solution using keras as sklearn wrapper is not maintained and will be removed

            Fortunately scikeras package solve this issue.

            I advice you to read docs or tutorials but here a simple example using subclassing:

            Source https://stackoverflow.com/questions/67041578

            QUESTION

            Difference between algorithm solution and MATLAB CVX solution in Graphical LASSO?
            Asked 2021-Apr-09 at 21:34

            Graphical Least Absolute Shrinkage and Selection Operator, has been introduced by Jerome Friedman, Trevor Hastie and Robert Tibshirani ("Sparse inverse covariance estimation with the graphical lasso",2014). They suggest the block coordinate-descent algorithm for the problem solution (see. "The Graphical Lasso: New Insights and Alternatives" by Rahul Mazumder and Trevor Hastie). I wrote this easy MATLAB code using CVX, given X (regressor's matrix of size m,n):

            ...

            ANSWER

            Answered 2021-Apr-09 at 21:34

            Provided

            1. There is a unique solution (which should be true if your objective is regularized, which it appears to be by the last term.)
            2. There are no bugs in either implementation.

            Both implementations should return the exact same solution as the problem is a convex semidefinite program. The difference you should observe is

            1. Runtime, one will likely run longer than the other, I would bet your implementation uses a general-purpose solver package (CVX) so should be slower.
            2. Memory usage, once again, I would expect the general purpose (unutuned) package should consume more memory.
            3. Numerical stability, in general this some implementations will be much more numerically stable. That is, if you use a weak regularization (very small lambda) you may find that some implementations fail to converge while others still work.

            For small and toy problems this should not be a big deal (which is usually the case if you are an academic.) If you are a person trying to do something useful in the real world, runtime & memory usage tend to be extremely important, as they control what size problems you can tackle with your approach.

            The only way to know the relative limitations to each approach is to implement and try both! At the very least, I would implement and run both approaches as a sanity check that both implementations are likely correct (the chance of both implementations being incorrect and reporting the same results across a range on inputs is very low.)

            Source https://stackoverflow.com/questions/67023543

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            Lasso 2.2.1 and earlier does not properly check the return value from the OpenSSL DSA_verify function, which allows remote attackers to bypass validation of the certificate chain via a malformed SSL/TLS signature, a similar vulnerability to CVE-2008-5077.

            Install lasso

            You can download it from GitHub.
            You can use lasso like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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