scalation.modeling.RidgeRegression
See theRidgeRegression companion class
The RidgeRegression companion object defines hyper-parameters and provides factory methods creating ridge regression models.
Attributes
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Companion
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class
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Graph
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Supertypes
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class Object
trait Matchable
class Any
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Self type
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Members list
Create a Ridge Regression from a combined data matrix. This function centers the data.
Create a Ridge Regression from a combined data matrix. This function centers the data.
Value parameters
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col
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the designated response column (defaults to the last column)
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fname
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the feature/variable names (defaults to null)
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hparam
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the shrinkage hyper-parameter (0 => OLS) in the penalty term lambda * b dot b
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xy
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the uncentered data/input m-by-n matrix, NOT augmented with a first column of ones and the uncentered response m-vector (combined)
Attributes
Create a Ridge Regression from a data matrix and response vector. This function centers the data.
Create a Ridge Regression from a data matrix and response vector. This function centers the data.
Value parameters
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fname
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the feature/variable names (defaults to null)
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hparam
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the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'
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x
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the uncentered data/input m-by-n matrix, NOT augmented with a first column of ones
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y
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the uncentered response/output vector
Attributes
Base hyper-parameter specification for RidgeRegression
Base hyper-parameter specification for RidgeRegression
Attributes