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Ridge regression with built-in cross-validation. This node has been automatically generated by wrapping the ``sklearn.linear_model.ridge.RidgeCV`` class from the ``sklearn`` library. The wrapped instance can be accessed through the ``scikits_alg`` attribute. By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Read more in the :ref:`User Guide <ridge_regression>`. **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 ``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 : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the efficient Leave-One-Out cross-validation - integer, to specify the number of folds. - An object to be used as a cross-validation generator. - An iterable yielding train/test splits. For integer/None inputs, if ``y`` is binary or multiclass, :class:`StratifiedKFold` used, else, :class:`KFold` is used. Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here. 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). ``intercept_`` : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. ``alpha_`` : float Estimated regularization parameter. See also Ridge: Ridge regression RidgeClassifier: Ridge classifier RidgeClassifierCV: Ridge classifier with built-in cross validation
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Ridge regression with built-in cross-validation. This node has been automatically generated by wrapping the ``sklearn.linear_model.ridge.RidgeCV`` class from the ``sklearn`` library. The wrapped instance can be accessed through the ``scikits_alg`` attribute. By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Read more in the :ref:`User Guide <ridge_regression>`. **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 ``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 : int, cross-validation generator or an iterable, optional Determines the cross-validation splitting strategy. Possible inputs for cv are: - None, to use the efficient Leave-One-Out cross-validation - integer, to specify the number of folds. - An object to be used as a cross-validation generator. - An iterable yielding train/test splits. For integer/None inputs, if ``y`` is binary or multiclass, :class:`StratifiedKFold` used, else, :class:`KFold` is used. Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here. 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). ``intercept_`` : float | array, shape = (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``. ``alpha_`` : float Estimated regularization parameter. See also Ridge: Ridge regression RidgeClassifier: Ridge classifier RidgeClassifierCV: Ridge classifier with built-in cross validation
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Predict using the linear model This node has been automatically generated by wrapping the sklearn.linear_model.ridge.RidgeCV class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns
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Fit Ridge regression model This node has been automatically generated by wrapping the sklearn.linear_model.ridge.RidgeCV class from the sklearn library. The wrapped instance can be accessed through the scikits_alg attribute. Parameters
Returns self : Returns self.
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