机器学习算法导论---lasso

# lasso回归问题的次梯度下降算法
import numpy as np

class Lasso:
    def __init__(self,Lambda=1):
        self.Lambda=Lambda

    def fit(self,X,y,eta=0.1,N=1000):
        m,n=X.shape
        w=np.zeros((n,1))
        self.w=w
        for t in range(N):
            e=X.dot(w)-y
            v=2*X.T.dot(e)/m+self.Lambda*np.sign(w)
            w=w-eta*v
            self.w+=w
        self.w/=N

    def predict(self,X):
        return X.dot(self.w)