3.2.4.1.9. sklearn.linear_model.RidgeCV¶
- class sklearn.linear_model.RidgeCV(alphas=array([ 0.1, 1., 10. ]), fit_intercept=True, normalize=False, scoring=None, cv=None, gcv_mode=None, store_cv_values=False)[source]¶
Ridge regression with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation.
Parameters: alphas : numpy array of shape [n_alphas]
Array of alpha values to try. 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.
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).
normalize : boolean, optional, default False
If True, the regressors X will be normalized before regression.
scoring : string, callable or None, optional, default: None
A string (see model evaluation documentation) or a scorer callable object / function with signature scorer(estimator, X, y).
cv : integer or cross-validation generator, optional
If None, Generalized Cross-Validation (efficient Leave-One-Out) will be used. If an integer is passed, it is the number of folds for KFold cross validation. Specific cross-validation objects can be passed, see sklearn.cross_validation module for the list of possible objects
gcv_mode : {None, ‘auto’, ‘svd’, eigen’}, optional
Flag indicating which strategy to use when performing Generalized Cross-Validation. Options are:
'auto' : use svd if n_samples > n_features or when X is a sparse matrix, otherwise use eigen 'svd' : force computation via singular value decomposition of X (does not work for sparse matrices) 'eigen' : force computation via eigendecomposition of X^T X
The ‘auto’ mode is the default and is intended to pick the cheaper option of the two depending upon the shape and format of the training data.
store_cv_values : boolean, default=False
Flag indicating if the cross-validation values corresponding to each alpha should be stored in the cv_values_ attribute (see below). This flag is only compatible with cv=None (i.e. using Generalized Cross-Validation).
Attributes: cv_values_ : array, shape = [n_samples, n_alphas] or shape = [n_samples, n_targets, n_alphas], optional
Cross-validation values for each alpha (if store_cv_values=True and cv=None). After fit() has been called, this attribute will contain the mean squared errors (by default) or the values of the {loss,score}_func function (if provided in the constructor).
coef_ : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s).
alpha_ : float
Estimated regularization parameter.
intercept_ : float | array, shape = (n_targets,)
Independent term in decision function. Set to 0.0 if fit_intercept = False.
See also
- Ridge
- Ridge regression
- RidgeClassifier
- Ridge classifier
- RidgeClassifierCV
- Ridge classifier with built-in cross validation
Methods
decision_function(X) Decision function of the linear model. fit(X, y[, sample_weight]) Fit Ridge regression model get_params([deep]) Get parameters for this estimator. predict(X) Predict using the linear model score(X, y[, sample_weight]) Returns the coefficient of determination R^2 of the prediction. set_params(**params) Set the parameters of this estimator. - __init__(alphas=array([ 0.1, 1., 10. ]), fit_intercept=True, normalize=False, scoring=None, cv=None, gcv_mode=None, store_cv_values=False)[source]¶
- decision_function(X)[source]¶
Decision function of the linear model.
Parameters: X : {array-like, sparse matrix}, shape = (n_samples, n_features)
Samples.
Returns: C : array, shape = (n_samples,)
Returns predicted values.
- fit(X, y, sample_weight=None)[source]¶
Fit Ridge regression model
Parameters: X : array-like, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or array-like of shape [n_samples]
Sample weight
Returns: self : Returns 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 using the linear model
Parameters: X : {array-like, sparse matrix}, shape = (n_samples, n_features)
Samples.
Returns: C : array, shape = (n_samples,)
Returns predicted values.
- score(X, y, sample_weight=None)[source]¶
Returns the coefficient of determination R^2 of the prediction.
The coefficient R^2 is defined as (1 - u/v), where u is the regression sum of squares ((y_true - y_pred) ** 2).sum() and v is the residual sum of squares ((y_true - y_true.mean()) ** 2).sum(). Best possible score is 1.0, lower values are worse.
Parameters: X : array-like, shape = (n_samples, n_features)
Test samples.
y : array-like, shape = (n_samples) or (n_samples, n_outputs)
True values for X.
sample_weight : array-like, shape = [n_samples], optional
Sample weights.
Returns: score : float
R^2 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 :