The Lasso Regression Prediction component supports sparse and dense data. You can use this component to estimate values of numeric variables, such as loan limits and temperatures. This topic describes how to configure the Lasso Regression Prediction component.
Limits
You can use the Ridge Regression Training component based only on one of the following computing resources: MaxCompute, Realtime Compute for Apache Flink, or Deep Learning Containers (DLC) of Platform for AI (PAI).
How LASSO works
LASSO creates a penalty function to obtain a more refined model. LASSO can shrink some regression coefficients and set specific regression coefficients to zero. If a coefficient is shrunk, the sum of the absolute values of the coefficient is less than a fixed value. This way, LASSO retains the beneficial features of subset shrinkage and implements biased estimation on multicollinearity data.
Configure the component in the PAI console
Input ports
Input port (left-to-right)
Type
Recommended upstream component
Required
Input model of the prediction
None
Yes
Input data of the prediction
None
Yes
Parameter settings
Tab
Parameter
Description
Field Setting
reservedCols
The columns to be reserved by the algorithm.
vectorCol
The name of the vector column.
Parameter Setting
predictionCol
The name of the prediction column.
numThreads
The number of threads of the component. Default value: 1.
Execution Tuning
Number of Workers
The number of workers. This parameter must be used together with the Memory per worker, unit MB parameter. The value of this parameter must be a positive integer. Valid values: [1,9999].
Memory per worker, unit MB
The memory size of each worker. Valid values: 1024 to 64 × 1024. Unit: MB.
Configure the component by coding
You can copy the following code to the code editor of the PyAlink Script component. This way, the PyAlink Script component can work like the Lasso Regression Prediction component.
from pyalink.alink import *
def main(sources, sinks, parameter):
model = sources[0]
batchData = sources[1]
predictor = LassoRegPredictBatchOp()\
.setPredictionCol("pred")
result = predictor.linkFrom(model, batchData)
result.link(sinks[0])
BatchOperator.execute()