Ridge regression with built-in cross-validation.
See glossary entry for cross-validation estimator.
By default, it performs efficient Leave-One-Out Cross-Validation.
Read more in the User Guide.
Array of alpha values to try. Regularization strength; must be a positive float. Regularization improves the conditioning of the problem and reduces the variance of the estimates. Larger values specify stronger regularization. Alpha corresponds to 1 / (2C)
in other linear models such as LogisticRegression
or LinearSVC
. If using Leave-One-Out cross-validation, alphas must be strictly positive.
Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).
The scoring method to use for cross-validation. Options:
str: see String name scorers for options.
callable: a scorer callable object (e.g., function) with signature scorer(estimator, X, y)
. See Callable scorers for details.
None
: negative mean squared error if cv is None (i.e. when using leave-one-out cross-validation), or coefficient of determination (\(R^2\)) otherwise.
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 iterable yielding (train, test) splits as arrays of indices.
For integer/None inputs, if y
is binary or multiclass, StratifiedKFold
is used, else, KFold
is used.
Refer User Guide for the various cross-validation strategies that can be used here.
Flag indicating which strategy to use when performing Leave-One-Out Cross-Validation. Options are:
'auto' : use 'svd' if n_samples > n_features, otherwise use 'eigen' 'svd' : force use of singular value decomposition of X when X is dense, eigenvalue decomposition of X^T.X when X is sparse. 'eigen' : force computation via eigendecomposition of X.X^T
The ‘auto’ mode is the default and is intended to pick the cheaper option of the two depending on the shape of the training data.
Flag indicating if the cross-validation values corresponding to each alpha should be stored in the cv_results_
attribute (see below). This flag is only compatible with cv=None
(i.e. using Leave-One-Out Cross-Validation).
Changed in version 1.5: Parameter name changed from store_cv_values
to store_cv_results
.
Flag indicating whether to optimize the alpha value (picked from the alphas
parameter list) for each target separately (for multi-output settings: multiple prediction targets). When set to True
, after fitting, the alpha_
attribute will contain a value for each target. When set to False
, a single alpha is used for all targets.
Added in version 0.24.
Cross-validation values for each alpha (only available if store_cv_results=True
and cv=None
). After fit()
has been called, this attribute will contain the mean squared errors if scoring is None
otherwise it will contain standardized per point prediction values.
Changed in version 1.5: cv_values_
changed to cv_results_
.
Weight vector(s).
Independent term in decision function. Set to 0.0 if fit_intercept = False
.
Estimated regularization parameter, or, if alpha_per_target=True
, the estimated regularization parameter for each target.
Score of base estimator with best alpha, or, if alpha_per_target=True
, a score for each target.
Added in version 0.23.
Number of features seen during fit.
Added in version 0.24.
n_features_in_
,)
Names of features seen during fit. Defined only when X
has feature names that are all strings.
Added in version 1.0.
Examples
>>> from sklearn.datasets import load_diabetes >>> from sklearn.linear_model import RidgeCV >>> X, y = load_diabetes(return_X_y=True) >>> clf = RidgeCV(alphas=[1e-3, 1e-2, 1e-1, 1]).fit(X, y) >>> clf.score(X, y) 0.5166...
Fit Ridge regression model with cv.
Training data. If using GCV, will be cast to float64 if necessary.
Target values. Will be cast to X’s dtype if necessary.
Individual weights for each sample. If given a float, every sample will have the same weight.
Parameters to be passed to the underlying scorer.
Added in version 1.5: Only available if enable_metadata_routing=True
, which can be set by using sklearn.set_config(enable_metadata_routing=True)
. See Metadata Routing User Guide for more details.
Fitted estimator.
Notes
When sample_weight is provided, the selected hyperparameter may depend on whether we use leave-one-out cross-validation (cv=None) or another form of cross-validation, because only leave-one-out cross-validation takes the sample weights into account when computing the validation score.
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
Added in version 1.5.
A MetadataRouter
encapsulating routing information.
Get parameters for this estimator.
If True, will return the parameters for this estimator and contained subobjects that are estimators.
Parameter names mapped to their values.
Predict using the linear model.
Samples.
Returns predicted values.
Return coefficient of determination on test data.
The coefficient of determination, \(R^2\), is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true - y_pred)** 2).sum()
and \(v\) is the total sum of squares ((y_true - y_true.mean()) ** 2).sum()
. The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y
, disregarding the input features, would get a \(R^2\) score of 0.0.
Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted)
, where n_samples_fitted
is the number of samples used in the fitting for the estimator.
True values for X
.
Sample weights.
\(R^2\) of self.predict(X)
w.r.t. y
.
Notes
The \(R^2\) score used when calling score
on a regressor uses multioutput='uniform_average'
from version 0.23 to keep consistent with default value of r2_score
. This influences the score
method of all the multioutput regressors (except for MultiOutputRegressor
).
Configure whether metadata should be requested to be passed to the fit
method.
Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with
enable_metadata_routing=True
(seesklearn.set_config
). Please check the User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed tofit
if provided. The request is ignored if metadata is not provided.
False
: metadata is not requested and the meta-estimator will not pass it tofit
.
None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Metadata routing for sample_weight
parameter in fit
.
The updated object.
Set the parameters of this estimator.
The method works on simple estimators as well as on nested objects (such as Pipeline
). The latter have parameters of the form <component>__<parameter>
so that it’s possible to update each component of a nested object.
Estimator parameters.
Estimator instance.
Configure whether metadata should be requested to be passed to the score
method.
Note that this method is only relevant when this estimator is used as a sub-estimator within a meta-estimator and metadata routing is enabled with
enable_metadata_routing=True
(seesklearn.set_config
). Please check the User Guide on how the routing mechanism works.The options for each parameter are:
True
: metadata is requested, and passed toscore
if provided. The request is ignored if metadata is not provided.
False
: metadata is not requested and the meta-estimator will not pass it toscore
.
None
: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str
: metadata should be passed to the meta-estimator with this given alias instead of the original name.The default (
sklearn.utils.metadata_routing.UNCHANGED
) retains the existing request. This allows you to change the request for some parameters and not others.Added in version 1.3.
Metadata routing for sample_weight
parameter in score
.
The updated object.
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