The RidgeRegression companion object defines hyper-parameters and provides factory methods creating ridge regression models.
Attributes
- Companion
- class
- Graph
-
- Supertypes
- Self type
-
RidgeRegression.type
Members list
Value members
Concrete methods
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
- col
-
the designated response column (defaults to the last column)
- fname
-
the feature/variable names (defaults to null)
- hparam
-
the shrinkage hyper-parameter (0 => OLS) in the penalty term lambda * b dot b
- xy
-
the un-centered data/input m-by-n matrix, NOT augmented with a first column of ones and the un-centered 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
- fname
-
the feature/variable names (defaults to null)
- hparam
-
the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'
- x
-
the un-centered data/input m-by-n matrix, NOT augmented with a first column of ones
- y
-
the un-centered response/output vector
Attributes
Fix the smape calculation for be in the original rather than centered scale.
Fix the smape calculation for be in the original rather than centered scale.
Value parameters
- mod
-
the model being used
- qof
-
the Quality-of-Fit metrics
- y
-
the response vector in the original scale
Attributes
Create a RidgeRegression object from a data matrix and a response vector. This method provides data rescaling of x and centering of y.
Create a RidgeRegression object from a data matrix and a response vector. This method provides data rescaling of x and centering of y.
Value parameters
- fname
-
the feature/variable names (defaults to null)
- hparam
-
the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'
- x
-
the un-centered data/input m-by-n matrix, NOT augmented with a first column of ones
- y
-
the un-centered response/output vector
Attributes
Concrete fields
Base hyper-parameter specification for RidgeRegression and other regularized regression classes
Base hyper-parameter specification for RidgeRegression and other regularized regression classes