| Home | Trees | Indices | Help |
|
|---|
|
|
Kernel ridge regression.
This node has been automatically generated by wrapping the ``sklearn.kernel_ridge.KernelRidge`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
Kernel ridge regression (KRR) combines ridge regression (linear least
squares with l2-norm regularization) with the kernel trick. It thus
learns a linear function in the space induced by the respective kernel and
the data. For non-linear kernels, this corresponds to a non-linear
function in the original space.
The form of the model learned by KRR is identical to support vector
regression (SVR). However, different loss functions are used: KRR uses
squared error loss while support vector regression uses epsilon-insensitive
loss, both combined with l2 regularization. In contrast to SVR, fitting a
KRR model can be done in closed-form and is typically faster for
medium-sized datasets. On the other hand, the learned model is non-sparse
and thus slower than SVR, which learns a sparse model for epsilon > 0, at
prediction-time.
This estimator has built-in support for multi-variate regression
(i.e., when y is a 2d-array of shape [n_samples, n_targets]).
Read more in the :ref:`User Guide <kernel_ridge>`.
**Parameters**
alpha : {float, array-like}, shape = [n_targets]
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. If an array is passed, penalties are assumed to be specific
to the targets. Hence they must correspond in number.
kernel : string or callable, default="linear"
Kernel mapping used internally. A callable should accept two arguments
and the keyword arguments passed to this object as kernel_params, and
should return a floating point number.
gamma : float, default=None
Gamma parameter for the RBF, laplacian, polynomial, exponential chi2
and sigmoid kernels. Interpretation of the default value is left to
the kernel; see the documentation for sklearn.metrics.pairwise.
Ignored by other kernels.
degree : float, default=3
Degree of the polynomial kernel. Ignored by other kernels.
coef0 : float, default=1
Zero coefficient for polynomial and sigmoid kernels.
Ignored by other kernels.
kernel_params : mapping of string to any, optional
Additional parameters (keyword arguments) for kernel function passed
as callable object.
**Attributes**
``dual_coef_`` : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s) in kernel space
``X_fit_`` : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data, which is also required for prediction
**References**
* Kevin P. Murphy
"Machine Learning: A Probabilistic Perspective", The MIT Press
chapter 14.4.3, pp. 492-493
See also
Ridge
Linear ridge regression.
SVR
Support Vector Regression implemented using libsvm.
**Examples**
>>> from sklearn.kernel_ridge import KernelRidge
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> rng = np.random.RandomState(0)
>>> y = rng.randn(n_samples)
>>> X = rng.randn(n_samples, n_features)
>>> clf = KernelRidge(alpha=1.0)
>>> clf.fit(X, y) # doctest: +NORMALIZE_WHITESPACE
KernelRidge(alpha=1.0, coef0=1, degree=3, gamma=None, kernel='linear',
kernel_params=None)
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
Inherited from Inherited from |
|||
| Inherited from Cumulator | |||
|---|---|---|---|
|
|||
|
|||
| Inherited from Node | |||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
|||
|
Inherited from |
|||
| Inherited from Node | |||
|---|---|---|---|
|
_train_seq List of tuples: |
|||
|
dtype dtype |
|||
|
input_dim Input dimensions |
|||
|
output_dim Output dimensions |
|||
|
supported_dtypes Supported dtypes |
|||
|
|||
Kernel ridge regression.
This node has been automatically generated by wrapping the ``sklearn.kernel_ridge.KernelRidge`` class
from the ``sklearn`` library. The wrapped instance can be accessed
through the ``scikits_alg`` attribute.
Kernel ridge regression (KRR) combines ridge regression (linear least
squares with l2-norm regularization) with the kernel trick. It thus
learns a linear function in the space induced by the respective kernel and
the data. For non-linear kernels, this corresponds to a non-linear
function in the original space.
The form of the model learned by KRR is identical to support vector
regression (SVR). However, different loss functions are used: KRR uses
squared error loss while support vector regression uses epsilon-insensitive
loss, both combined with l2 regularization. In contrast to SVR, fitting a
KRR model can be done in closed-form and is typically faster for
medium-sized datasets. On the other hand, the learned model is non-sparse
and thus slower than SVR, which learns a sparse model for epsilon > 0, at
prediction-time.
This estimator has built-in support for multi-variate regression
(i.e., when y is a 2d-array of shape [n_samples, n_targets]).
Read more in the :ref:`User Guide <kernel_ridge>`.
**Parameters**
alpha : {float, array-like}, shape = [n_targets]
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. If an array is passed, penalties are assumed to be specific
to the targets. Hence they must correspond in number.
kernel : string or callable, default="linear"
Kernel mapping used internally. A callable should accept two arguments
and the keyword arguments passed to this object as kernel_params, and
should return a floating point number.
gamma : float, default=None
Gamma parameter for the RBF, laplacian, polynomial, exponential chi2
and sigmoid kernels. Interpretation of the default value is left to
the kernel; see the documentation for sklearn.metrics.pairwise.
Ignored by other kernels.
degree : float, default=3
Degree of the polynomial kernel. Ignored by other kernels.
coef0 : float, default=1
Zero coefficient for polynomial and sigmoid kernels.
Ignored by other kernels.
kernel_params : mapping of string to any, optional
Additional parameters (keyword arguments) for kernel function passed
as callable object.
**Attributes**
``dual_coef_`` : array, shape = [n_features] or [n_targets, n_features]
Weight vector(s) in kernel space
``X_fit_`` : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data, which is also required for prediction
**References**
* Kevin P. Murphy
"Machine Learning: A Probabilistic Perspective", The MIT Press
chapter 14.4.3, pp. 492-493
See also
Ridge
Linear ridge regression.
SVR
Support Vector Regression implemented using libsvm.
**Examples**
>>> from sklearn.kernel_ridge import KernelRidge
>>> import numpy as np
>>> n_samples, n_features = 10, 5
>>> rng = np.random.RandomState(0)
>>> y = rng.randn(n_samples)
>>> X = rng.randn(n_samples, n_features)
>>> clf = KernelRidge(alpha=1.0)
>>> clf.fit(X, y) # doctest: +NORMALIZE_WHITESPACE
KernelRidge(alpha=1.0, coef0=1, degree=3, gamma=None, kernel='linear',
kernel_params=None)
|
|
|
|
Predict using the the kernel ridge model This node has been automatically generated by wrapping the sklearn.kernel_ridge.KernelRidge class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
|
|
|
Fit Kernel Ridge regression model This node has been automatically generated by wrapping the sklearn.kernel_ridge.KernelRidge class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns self : returns an instance of self.
|
| Home | Trees | Indices | Help |
|
|---|
| Generated by Epydoc 3.0.1 on Tue Mar 8 12:39:48 2016 | http://epydoc.sourceforge.net |