from sklearn.linear_model import LassoCV
from sklearn.datasets import make_regression
from scipy.stats.stats import pearsonr
import os
from matplotlib import pyplot as plt
def run_lasso_main(X_tr, y_tr, X_vl, y_val, output, main):
os.chdir(output)
if not os.path.exists("lasso"):
os.makedirs("lasso")
dir = output + "lasso/"
os.chdir(os.path.join(output, 'lasso/'))
if not os.path.exists("figures"):
os.makedirs("figures")
dir = output + "lasso/figures/"
os.chdir(os.path.join(output, 'lasso/figures/'))
for i in range(0, y_tr.shape[1]):
lasso = LassoCV(cv=5, random_state=0).fit(X_tr, y_tr[:,i])
# lasso = linear_model.Lasso(alpha=0.01)
# lasso.fit(X_train, y_train)
lasso.score(X_tr, y_tr[:,i])
y_hat = lasso.predict(X_vl)
# correlation btw predicted and observed
corr = pearsonr(y_hat, y_val[:,i])
fig = plt.figure()
# plot observed vs. predicted targets
plt.title('Lasso: Observed vs Predicted Y_trait_' + str(i) + 'cor:' + str(corr[0]))
plt.ylabel('Predicted')
plt.xlabel('Observed')
plt.scatter(y_val[:,i], y_hat, marker='o')
fig.savefig("Lasso_Out" + str(i) + '.png', dpi=300)
plt.close(fig)