Ridge regression and classification¶
最小二乘岭回归
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min_{w}||Xw-y||_{2}^{2}+\alpha||w||_{2}^{2}
minw∣∣Xw−y∣∣22+α∣∣w∣∣22
from sklearn import linear_model
reg = linear_model.Ridge(alpha=.5)
reg.fit([[0, 0], [0, 0], [1, 1]], [0, .1, 1])
Ridge(alpha=0.5, copy_X=True, fit_intercept=True, max_iter=None,
normalize=False, random_state=None, solver='auto', tol=0.001)
reg.coef_
array([0.34545455, 0.34545455])
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