mlpack_lars(1)

✨ NAME ✨

okay bestie, this is mlpack_lars(1) β€” the manual page for the mlpack_lars command, and it is literally the LARS girl of the mlpack lineup πŸ’…


🌸 SYNOPSIS 🌸

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

πŸ’– DESCRIPTION πŸ’–

so what is this? It's an implementation of LARS: Least Angle Regression (Stagewise/laSso). Think of it as a stage-wise homotopy-based algorithm that handles both L1-regularized linear regression (aka LASSO) and L1+L2-regularized linear regression (aka Elastic Net). highkey iconic.

This program can train a LARS/LASSO/Elastic Net model, or load a model from a file, or output regression predictions for a test set, or save the trained model to a file. multi-talented fr fr. The LARS algorithm breakdown goes like this:

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

now here's the vibe check on which problem you're actually solving πŸ‘‡

  • 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.
⚠️ okay important, 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. not me trying to use the wrong tool 😭

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.


πŸ“ example time, bestie

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

ate, no crumbs. πŸ‘‘


πŸŽ€ OPTIONAL INPUT OPTIONS πŸŽ€

  • --help (-h) [bool] β€” Default help info. your lil safety net 🫢
  • --info [string] β€” Print help on a specific option. Default value ''.
  • --input_file (-i) [unknown] β€” Matrix of covariates (X).
  • --input_model_file (-m) [unknown] β€” Trained LARS model to use.
  • --lambda1 (-l) [double] β€” Regularization parameter for l1-norm penalty. Default value 0.
  • --lambda2 (-L) [double] β€” Regularization parameter for l2-norm penalty. Default value 0.
  • --no_intercept (-n) [bool] β€” Do not fit an intercept in the model.
  • --no_normalize (-N) [bool] β€” Do not normalize data to unit variance before modeling.
  • --responses_file (-r) [unknown] β€” Matrix of responses/observations (y).
  • --test_file (-t) [unknown] β€” Matrix containing points to regress on (test points).
  • --use_cholesky (-c) [bool] β€” Use Cholesky decomposition during computation rather than explicitly computing the full Gram matrix. fancy math moment ✨
  • --verbose (-v) [bool] β€” Display informational messages and the full list of parameters and timers at the end of execution.
  • --version (-V) [bool] β€” Display the version of mlpack.

πŸ’œ OPTIONAL OUTPUT OPTIONS πŸ’œ

  • --output_model_file (-M) [unknown] β€” Output LARS model.
  • --output_predictions_file (-o) [unknown] β€” 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.


and that's the whole page, bestie πŸ’– this was mlpack-4.8.0, dated 22 June 2026, served up as mlpack_lars(1) β€” go solve some regression, main character 🌟

πŸ“¦ where this page comes from