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Reference implementation of LassoNet

Project description

PyPI version

LassoNet

This project is about performing feature selection in neural networks. At the moment, we support fully connected feed-forward neural networks. LassoNet is based on the work presented in this paper (bibtex here for citation). Here is a link to the promo video:

Promo Video

Code

We have designed the code to follow scikit-learn's standards to the extent possible (e.g. linear_model.Lasso).

To install it,

pip install lassonet

Our plan is to add more functionality that help users understand the important features in neural networks.

Usage

from lassonet import LassoNetClassifierCV 
model = LassoNetClassifierCV() # LassoNetRegressorCV
path = model.fit(X_train, y_train)
print("Best model scored", model.score(X_test, y_test))
print("Lambda =", model.best_lambda_)

Website

LassoNet's website is https://lassonet.ml. It contains many useful references including the paper, live talks and additional documentation.

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