Least angle regression (LAR) and its most important modification, least absolute shrinkage and selection operator (LASSO), are variants of linear regression that select the most important variables, one by one, and fit the coefficients dynamically. ML Engine provides two LAR functions, LAR (ML Engine) and LARPredict (ML Engine). The output of the LAR function is input to the LARPredict function.
For more information about LAR, see Least Angle Regression, Bradley Efron and others, Department of Statistics, Stanford University, 2004.