/STATS_LINEAR_RIDGE_REGRESSION

Fits linear ridge regression models using Python sklearn classes.

Primary LanguagePythonApache License 2.0Apache-2.0

Linear Ridge Regression

Summary

Fits linear ridge regression models using Python sklearn classes.

Description

Fits linear ridge regression models using the Python sklearn.linear_model.Ridge class to estimate estimate L2 or squared loss regularized linear regression models for a dependent variable on one or more independent variables, or the sklearn.model_? class to tune the hyperparameter and select a model based on crossvalidation.