sklearn.linear_model
.RidgeCV¶
- class sklearn.linear_model.RidgeCV(alphas=(0.1, 1.0, 10.0), *, fit_intercept=True, scoring=None, cv=None, gcv_mode=None, store_cv_values=False, alpha_per_target=False)[source]¶
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.
- Parameters:
- alphasarray-like of shape (n_alphas,), default=(0.1, 1.0, 10.0)
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 asLogisticRegression
orLinearSVC
. If using Leave-One-Out cross-validation, alphas must be positive.- fit_interceptbool, default=True
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).
- scoringstr, callable, default=None
A string (see model evaluation documentation) or a scorer callable object / function with signature
scorer(estimator, X, y)
. If None, the negative mean squared error if cv is ‘auto’ or None (i.e. when using leave-one-out cross-validation), and r2 score otherwise.- cvint, cross-validation generator or an iterable, default=None
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.
- gcv_mode{‘auto’, ‘svd’, ‘eigen’}, default=’auto’
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.
- store_cv_valuesbool, 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 withcv=None
(i.e. using Leave-One-Out Cross-Validation).- alpha_per_targetbool, default=False
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 toTrue
, after fitting, thealpha_
attribute will contain a value for each target. When set toFalse
, a single alpha is used for all targets.New in version 0.24.
- Attributes:
- cv_values_ndarray of shape (n_samples, n_alphas) or shape (n_samples, n_targets, n_alphas), optional
Cross-validation values for each alpha (only available if
store_cv_values=True
andcv=None
). Afterfit()
has been called, this attribute will contain the mean squared errors ifscoring is None
otherwise it will contain standardized per point prediction values.- coef_ndarray of shape (n_features) or (n_targets, n_features)
Weight vector(s).
- intercept_float or ndarray of shape (n_targets,)
Independent term in decision function. Set to 0.0 if
fit_intercept = False
.- alpha_float or ndarray of shape (n_targets,)
Estimated regularization parameter, or, if
alpha_per_target=True
, the estimated regularization parameter for each target.- best_score_float or ndarray of shape (n_targets,)
Score of base estimator with best alpha, or, if
alpha_per_target=True
, a score for each target.New in version 0.23.
- n_features_in_int
Number of features seen during fit.
New in version 0.24.
- feature_names_in_ndarray of shape (
n_features_in_
,) Names of features seen during fit. Defined only when
X
has feature names that are all strings.New in version 1.0.
See also
Ridge
Ridge regression.
RidgeClassifier
Classifier based on ridge regression on {-1, 1} labels.
RidgeClassifierCV
Ridge classifier with built-in cross validation.
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...
Methods
fit
(X, y[, sample_weight])Fit Ridge regression model with cv.
Get metadata routing of this object.
get_params
([deep])Get parameters for this estimator.
predict
(X)Predict using the linear model.
score
(X, y[, sample_weight])Return the coefficient of determination of the prediction.
set_fit_request
(*[, sample_weight])Request metadata passed to the
fit
method.set_params
(**params)Set the parameters of this estimator.
set_score_request
(*[, sample_weight])Request metadata passed to the
score
method.- fit(X, y, sample_weight=None)[source]¶
Fit Ridge regression model with cv.
- Parameters:
- Xndarray of shape (n_samples, n_features)
Training data. If using GCV, will be cast to float64 if necessary.
- yndarray of shape (n_samples,) or (n_samples, n_targets)
Target values. Will be cast to X’s dtype if necessary.
- sample_weightfloat or ndarray of shape (n_samples,), default=None
Individual weights for each sample. If given a float, every sample will have the same weight.
- Returns:
- selfobject
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 cv=’auto’) 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()[source]¶
Get metadata routing of this object.
Please check User Guide on how the routing mechanism works.
- Returns:
- routingMetadataRequest
A
MetadataRequest
encapsulating routing information.
- get_params(deep=True)[source]¶
Get parameters for this estimator.
- Parameters:
- deepbool, default=True
If True, will return the parameters for this estimator and contained subobjects that are estimators.
- Returns:
- paramsdict
Parameter names mapped to their values.
- predict(X)[source]¶
Predict using the linear model.
- Parameters:
- Xarray-like or sparse matrix, shape (n_samples, n_features)
Samples.
- Returns:
- Carray, shape (n_samples,)
Returns predicted values.
- score(X, y, sample_weight=None)[source]¶
Return the coefficient of determination of the prediction.
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 ofy
, disregarding the input features, would get a \(R^2\) score of 0.0.- Parameters:
- Xarray-like of shape (n_samples, n_features)
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)
, wheren_samples_fitted
is the number of samples used in the fitting for the estimator.- yarray-like of shape (n_samples,) or (n_samples, n_outputs)
True values for
X
.- sample_weightarray-like of shape (n_samples,), default=None
Sample weights.
- Returns:
- scorefloat
\(R^2\) of
self.predict(X)
w.r.t.y
.
Notes
The \(R^2\) score used when calling
score
on a regressor usesmultioutput='uniform_average'
from version 0.23 to keep consistent with default value ofr2_score
. This influences thescore
method of all the multioutput regressors (except forMultiOutputRegressor
).
- set_fit_request(*, sample_weight: Union[bool, None, str] = '$UNCHANGED$') RidgeCV [source]¶
Request metadata passed to the
fit
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see 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.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter infit
.
- Returns:
- selfobject
The updated object.
- set_params(**params)[source]¶
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.- Parameters:
- **paramsdict
Estimator parameters.
- Returns:
- selfestimator instance
Estimator instance.
- set_score_request(*, sample_weight: Union[bool, None, str] = '$UNCHANGED$') RidgeCV [source]¶
Request metadata passed to the
score
method.Note that this method is only relevant if
enable_metadata_routing=True
(seesklearn.set_config
). Please see 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.New in version 1.3.
Note
This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a
Pipeline
. Otherwise it has no effect.- Parameters:
- sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED
Metadata routing for
sample_weight
parameter inscore
.
- Returns:
- selfobject
The updated object.
Examples using sklearn.linear_model.RidgeCV
¶
Combine predictors using stacking
Time-related feature engineering
Model-based and sequential feature selection
Common pitfalls in the interpretation of coefficients of linear models
Face completion with a multi-output estimators
Effect of transforming the targets in regression model