岭回归算法代码

1. 岭回归是一种常用的线性回归的正则化方法，可以用来处理数据集中特征之间存在多重共线性的情况。

import numpy as np

class RidgeRegression:
    def __init__(self, alpha=1.0):
        self.alpha = alpha
        self.coef_ = None

    def fit(self, X, y):
        n_samples, n_features = X.shape
        # Add ridge penalty term to X^TX
        XtX = np.dot(X.T, X) + self.alpha * np.eye(n_features)
        # Compute X^Ty
        Xty = np.dot(X.T, y)
        # Solve for beta
        self.coef_ = np.linalg.solve(XtX, Xty)

    def predict(self, X):
        if self.coef_ is None:
            raise ValueError("Ridge regression model has not been trained yet.")
        return np.dot(X, self.coef_)

2. 代码解释：