Dear all, I extended the lars_path, Lars and LarsLasso estimators in the scikit-learn least_angle.py module with the possibility to restrict coefficients to be > 0 using the method described in the original paper by Efron et al, 2004, chapter 3.4.
( https://github.com/scikit-learn/scikit-learn/compare/master...michigraber:nonnegative-lars ) If you think this would be useful i could issue a pull request. I have not extended it to the cross-validated estimators yet but would be willing to do so, if requested. Cheers, Michael ------------------------------------------------------------------------------ _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
