线性回归RidgeCV,LassoCV及回归权重重要性可视化

本文参考skearn官网教程，链接如下：
https://scikit-learn.org/stable/modules/linear_model.html#lasso

我们都知道：ridge是l2正则化的线性回归，lasso则是带l1正则化的线性回归。进一步说，他们都同样的比线性回归多一个超参数需要调，alpha。所以有了RidgeCV,LassoCV的说法。也就是说我们必须找到合理的alpha，那么这个线性模型我们才能说是找好了。

所以我建议在用这两个模型时，尽量都用CV形式的，而不是用Lasso与Ridge。

1.RidgeCV:

from sklearn import linear_model
reg = linear_model.RidgeCV(alphas=[0.1, 1.0, 10.0], cv=3)
reg.fit([[0, 0], [0, 0], [1, 1]], [0, .1, 1])       
print(reg.alpha_)

??RidgeCV

#部分输出
Init signature: RidgeCV(alphas=(0.1, 1.0, 10.0), fit_intercept=True, normalize=False, scoring=None, cv=None, gcv_mode=None, store_cv_values=False)
Source:        
class RidgeCV(_BaseRidgeCV, RegressorMixin):
    """Ridge regression with built-in cross-validation.

    By default, it performs Generalized Cross-Validation, which is a form of
    efficient Leave-One-Out cross-validation.

    Read more in the :ref:`User Guide <ridge_regression>`.

    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^-