Note
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FFXΒΆ
Out:
0.966 x_0 / ( 1.000 x_1 + 1.000 )
0.0008601017834973202
import numpy as np
from sparsereg.model.ffx import FFX
np.random.seed(42)
x = np.random.normal(size=(33333, 2))
y = x[:, 0] / (1 + x[:, 1])
model = FFX(
n_jobs=-1,
l1_ratios=(0.8, 0.9, 0.95),
exponents=[1, 2],
target_score=1e-5,
max_complexity=250,
num_alphas=1000,
eps=1e-70,
rational=True,
)
model.fit(x, y)
print(model.print_model())
print(model.score(x, y))
Total running time of the script: ( 0 minutes 10.229 seconds)