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object RidgeRegression extends Error

The RidgeRegression companion object defines hyper-paramters and provides factory functions for the RidgeRegression class.

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  1. final def !=(arg0: Any): Boolean
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  4. def apply(xy: MatriD, fname: Strings = null, hparam: HyperParameter = hp, technique: RegTechnique = Cholesky): RidgeRegression

    Create a Ridge Regression from a combined data matrix.

    Create a Ridge Regression from a combined data matrix.

    fname

    the feature/varaiable names

    hparam

    the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'

    technique

    the technique used to solve for b in (x.t*x + lambda*I)*b = x.t*y

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  13. val hp: HyperParameter
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