Using LARS algorithm

Hello guys,

It has been a few days since I started using UQLab, and the framework helped me a lot. Recently, I have been working on LARS algorithm, and I know LARS can be used in the PCE surrogate modeling. But I would like to know if UQLab offers an independent LARS module to be used for other problems.

thank you!

Dear @slodan

Yes, you can use the LARS solver just like this:

X = 1:0.01:1;
Y = 0.2*X;

options.loo_modified = 1;
res = uq_lar(X, Y, options);
coef = res.coefficients

X is an N \times M matrix, where the rows are the samples. To see valid solver options, use help uq_lar.

Best regards

Dear @styfen.schaer

Thank you very much!