Create the RidgeRegression Estimator
dcrescim opened this issue · 0 comments
dcrescim commented
Is your feature request related to a problem? Please describe.
Like the scikit-learn library we should have a RidgeRegression Estimator.
Describe the solution you'd like
Similar to the LinearRegression issue, I think the best plan of action is to create a SGD solution that delivers the right answer (even if it is slower) and then eventually switch to a faster linear algebra library once we understand that landscape a bit more.