pySPFM._solvers.lars.solve_regularization_path#
- solve_regularization_path(x, y, n_lambdas, criterion='bic', use_fista=False, regressors=None)[source]#
Solve the regularization path with the LARS algorithm.
- Parameters:
x (ndarray) – Design matrix
y (ndarray) – Voxel time-series
n_lambdas (int) – Number of lambdas to be tested
criterion (str, optional) – Criterion to find the optimal solution, by default “bic”
use_fista (bool, optional) – Whether to use FISTA in favor of LARS to solve the regularization path.
regressors (ndarray) – Matrix with regressors to be included in the deconvolution. Regressors are NOT included in the regularization step. By default None.
- Returns:
coef_path (ndarray) – Estimates of the coefficients for the optimal lambda
lambdas (ndarray) – Lambda of the optimal solution