sklearn.linear_model.RidgeClassifier

class sklearn.linear_model.RidgeClassifier(alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=None, tol=0.001, class_weight=None, solver='auto')[source]

Classifier using Ridge regression.

Read more in the User Guide.

Parameters:

alpha : float

Small positive values of alpha improve the conditioning of the problem and reduce the variance of the estimates. Alpha corresponds to (2*C)^-1 in other linear models such as LogisticRegression or LinearSVC.

class_weight : dict or ‘balanced’, optional

Weights associated with classes in the form {class_label: weight}. If not given, all classes are supposed to have weight one.

The “balanced” mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as n_samples / (n_classes * np.bincount(y))

copy_X : boolean, optional, default True

If True, X will be copied; else, it may be overwritten.

fit_intercept : boolean

Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).

max_iter : int, optional

Maximum number of iterations for conjugate gradient solver. The default value is determined by scipy.sparse.linalg.

normalize : boolean, optional, default False

If True, the regressors X will be normalized before regression.

solver : {‘auto’, ‘svd’, ‘cholesky’, ‘lsqr’, ‘sparse_cg’}

Solver to use in the computational routines. ‘svd’ will use a Singular value decomposition to obtain the solution, ‘cholesky’ will use the standard scipy.linalg.solve function, ‘sparse_cg’ will use the conjugate gradient solver as found in scipy.sparse.linalg.cg while ‘auto’ will chose the most appropriate depending on the matrix X. ‘lsqr’ uses a direct regularized least-squares routine provided by scipy.

tol : float

Precision of the solution.
Attributes:

coef_ : array, shape = [n_features] or [n_classes, n_features]

Weight vector(s).

See also

Ridge, RidgeClassifierCV

Notes

For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge.

Methods

decision_function(X) Predict confidence scores for samples.
fit(X, y[, sample_weight]) Fit Ridge regression model.
get_params([deep]) Get parameters for this estimator.
predict(X) Predict class labels for samples in X.
score(X, y[, sample_weight]) Returns the mean accuracy on the given test data and labels.
set_params(**params) Set the parameters of this estimator.
__init__(alpha=1.0, fit_intercept=True, normalize=False, copy_X=True, max_iter=None, tol=0.001, class_weight=None, solver='auto')[source]
decision_function(X)[source]

Predict confidence scores for samples.

The confidence score for a sample is the signed distance of that sample to the hyperplane.

Parameters:

X : {array-like, sparse matrix}, shape = (n_samples, n_features)

Samples.
Returns:

array, shape=(n_samples,) if n_classes == 2 else (n_samples, n_classes) :

Confidence scores per (sample, class) combination. In the binary case, confidence score for self.classes_[1] where >0 means this class would be predicted.
fit(X, y, sample_weight=None)[source]

Fit Ridge regression model.

Parameters:

X : {array-like, sparse matrix}, shape = [n_samples,n_features]

Training data

y : array-like, shape = [n_samples]

Target values

sample_weight : float or numpy array of shape (n_samples,)

Sample weight.
Returns:

self : returns an instance of self.
get_params(deep=True)[source]

Get parameters for this estimator.

Parameters:

deep: boolean, optional :

If True, will return the parameters for this estimator and contained subobjects that are estimators.
Returns:

params : mapping of string to any

Parameter names mapped to their values.
predict(X)[source]

Predict class labels for samples in X.

Parameters:

X : {array-like, sparse matrix}, shape = [n_samples, n_features]

Samples.
Returns:

C : array, shape = [n_samples]

Predicted class label per sample.
score(X, y, sample_weight=None)[source]

Returns the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters:

X : array-like, shape = (n_samples, n_features)

Test samples.

y : array-like, shape = (n_samples) or (n_samples, n_outputs)

True labels for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.
Returns:

score : float

Mean accuracy of self.predict(X) wrt. y.
set_params(**params)[source]

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The former have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:self :

Examples using sklearn.linear_model.RidgeClassifier