3.2.4.1.10. sklearn.linear_model.RidgeClassifierCV

class sklearn.linear_model.RidgeClassifierCV(alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, cv=None, class_weight=None)

Ridge classifier with built-in cross-validation.

By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Currently, only the n_features > n_samples case is handled efficiently.

Read more in the User Guide.

Parameters:

alphas : numpy array of shape [n_alphas]

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 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

This parameter is ignored when fit_intercept is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use sklearn.preprocessing.StandardScaler before calling fit on an estimator with normalize=False.

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.

Refer User Guide for the various cross-validation strategies that can be used here.

class_weight : dict or ‘balanced’, optional

Weights associated with classes in the form {class_label: weight}. If not given, all classes are supposed to have weight one.

The “balanced” mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as n_samples / (n_classes * np.bincount(y))

Attributes:

cv_values_ : array, shape = [n_samples, n_alphas] or shape = [n_samples, n_responses, 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

RidgeCV

Ridge regression with built-in cross validation

Notes

For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge.

Methods

decision_function(X)	Predict confidence scores for samples.
fit(X, y[, sample_weight])	Fit the ridge classifier.
get_params([deep])	Get parameters for this estimator.
predict(X)	Predict class labels for samples in X.
score(X, y[, sample_weight])	Returns the mean accuracy on the given test data and labels.
set_params(**params)	Set the parameters of this estimator.

__init__(alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, cv=None, class_weight=None)

decision_function(X)

Predict confidence scores for samples.

The confidence score for a sample is the signed distance of that sample to the hyperplane.

Parameters:

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

Samples.

Returns:

array, shape=(n_samples,) if n_classes == 2 else (n_samples, n_classes) :

Confidence scores per (sample, class) combination. In the binary case, confidence score for self.classes_[1] where >0 means this class would be predicted.

fit(X, y, sample_weight=None)

Fit the ridge classifier.

Parameters:

X : array-like, shape (n_samples, n_features)

Training vectors, where n_samples is the number of samples and n_features is the number of features.

y : array-like, shape (n_samples,)

Target values. Will be cast to X’s dtype if necessary

sample_weight : float or numpy array of shape (n_samples,)

Sample weight.

Returns:

self : object

Returns self.

get_params(deep=True)

Get parameters for this estimator.

Parameters:

deep : boolean, optional

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

Returns:

params : mapping of string to any

Parameter names mapped to their values.

predict(X)

Predict class labels for samples in X.

Parameters:

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

Samples.

Returns:

C : array, shape = [n_samples]

Predicted class label per sample.

score(X, y, sample_weight=None)

Returns the mean accuracy on the given test data and labels.

In multi-label classification, this is the subset accuracy which is a harsh metric since you require for each sample that each label set be correctly predicted.

Parameters:

X : array-like, shape = (n_samples, n_features)

Test samples.

y : array-like, shape = (n_samples) or (n_samples, n_outputs)

True labels for X.

sample_weight : array-like, shape = [n_samples], optional

Sample weights.

Returns:

score : float

Mean accuracy of self.predict(X) wrt. y.

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as pipelines). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Returns:self :