Package mdp :: Package nodes :: Class KernelRidgeScikitsLearnNode
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Class KernelRidgeScikitsLearnNode



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)

Instance Methods [hide private]
 
__init__(self, input_dim=None, output_dim=None, dtype=None, **kwargs)
Kernel ridge regression.
 
_execute(self, x)
 
_get_supported_dtypes(self)
Return the list of dtypes supported by this node. The types can be specified in any format allowed by numpy.dtype.
 
_stop_training(self, **kwargs)
Concatenate the collected data in a single array.
 
execute(self, x)
Predict using the the kernel ridge model
 
stop_training(self, **kwargs)
Fit Kernel Ridge regression model

Inherited from unreachable.newobject: __long__, __native__, __nonzero__, __unicode__, next

Inherited from object: __delattr__, __format__, __getattribute__, __hash__, __new__, __reduce__, __reduce_ex__, __setattr__, __sizeof__, __subclasshook__

    Inherited from Cumulator
 
_train(self, *args)
Collect all input data in a list.
 
train(self, *args)
Collect all input data in a list.
    Inherited from Node
 
__add__(self, other)
 
__call__(self, x, *args, **kwargs)
Calling an instance of Node is equivalent to calling its execute method.
 
__repr__(self)
repr(x)
 
__str__(self)
str(x)
 
_check_input(self, x)
 
_check_output(self, y)
 
_check_train_args(self, x, *args, **kwargs)
 
_get_train_seq(self)
 
_if_training_stop_training(self)
 
_inverse(self, x)
 
_pre_execution_checks(self, x)
This method contains all pre-execution checks.
 
_pre_inversion_checks(self, y)
This method contains all pre-inversion checks.
 
_refcast(self, x)
Helper function to cast arrays to the internal dtype.
 
_set_dtype(self, t)
 
_set_input_dim(self, n)
 
_set_output_dim(self, n)
 
copy(self, protocol=None)
Return a deep copy of the node.
 
get_current_train_phase(self)
Return the index of the current training phase.
 
get_dtype(self)
Return dtype.
 
get_input_dim(self)
Return input dimensions.
 
get_output_dim(self)
Return output dimensions.
 
get_remaining_train_phase(self)
Return the number of training phases still to accomplish.
 
get_supported_dtypes(self)
Return dtypes supported by the node as a list of dtype objects.
 
has_multiple_training_phases(self)
Return True if the node has multiple training phases.
 
inverse(self, y, *args, **kwargs)
Invert y.
 
is_training(self)
Return True if the node is in the training phase, False otherwise.
 
save(self, filename, protocol=-1)
Save a pickled serialization of the node to filename. If filename is None, return a string.
 
set_dtype(self, t)
Set internal structures' dtype.
 
set_input_dim(self, n)
Set input dimensions.
 
set_output_dim(self, n)
Set output dimensions.
Static Methods [hide private]
 
is_invertible()
Return True if the node can be inverted, False otherwise.
 
is_trainable()
Return True if the node can be trained, False otherwise.
Properties [hide private]

Inherited from object: __class__

    Inherited from Node
  _train_seq
List of tuples:
  dtype
dtype
  input_dim
Input dimensions
  output_dim
Output dimensions
  supported_dtypes
Supported dtypes
Method Details [hide private]

__init__(self, input_dim=None, output_dim=None, dtype=None, **kwargs)
(Constructor)

 

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)

Overrides: object.__init__

_execute(self, x)

 
Overrides: Node._execute

_get_supported_dtypes(self)

 
Return the list of dtypes supported by this node. The types can be specified in any format allowed by numpy.dtype.
Overrides: Node._get_supported_dtypes

_stop_training(self, **kwargs)

 
Concatenate the collected data in a single array.
Overrides: Node._stop_training

execute(self, x)

 

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

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

Returns

C : array, shape = [n_samples] or [n_samples, n_targets]
Returns predicted values.
Overrides: Node.execute

is_invertible()
Static Method

 
Return True if the node can be inverted, False otherwise.
Overrides: Node.is_invertible
(inherited documentation)

is_trainable()
Static Method

 
Return True if the node can be trained, False otherwise.
Overrides: Node.is_trainable

stop_training(self, **kwargs)

 

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

X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training data
y : array-like, shape = [n_samples] or [n_samples, n_targets]
Target values
sample_weight : float or numpy array of shape [n_samples]
Individual weights for each sample, ignored if None is passed.

Returns

self : returns an instance of self.

Overrides: Node.stop_training