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.


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).


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 regression
Ridge classifier
Ridge classifier with built-in cross validation


__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 of the linear model.


X : {array-like, sparse matrix}, shape = (n_samples, n_features)



C : array, shape = (n_samples,)

Returns predicted values.

fit(X, y, sample_weight=None)[source]

Fit Ridge regression model


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


self : Returns self.


Get parameters for this estimator.


deep: boolean, optional :

If True, will return the parameters for this estimator and contained subobjects that are estimators.


params : mapping of string to any

Parameter names mapped to their values.


Predict using the linear model


X : {array-like, sparse matrix}, shape = (n_samples, n_features)



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.


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.


score : float

R^2 of self.predict(X) wrt. y.


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 :

Examples using sklearn.linear_model.RidgeCV