You're reading from scikit-learn Cookbook - Second Edition

Product typeBook

Published inNov 2017

Reading LevelIntermediate

PublisherPackt

ISBN-139781787286382

Edition2nd Edition

Languages

Python

Tools

Scikit-learn

Concepts

Machine Learning

Author (1)

Trent Hauck

Optimizing the ridge regression parameter

Once you start using ridge regression to make predictions or learn about relationships in the system you're modeling, you'll start thinking about the choice of alpha.

For example, using ordinary least squares (OLS) regression might show a relationship between two variables; however, when regularized by an alpha, the relationship is no longer significant. This can be a matter of whether a decision needs to be taken.

Getting ready

Through cross-validation, we will tune the alpha parameter of ridge regression. If you remember, in ridge regression, the gamma parameter is typically represented as alpha in scikit-learn when calling RidgeRegression; so, the question that arises...

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scikit-learn Cookbook - Second Edition

Published in: Nov 2017Publisher: PacktISBN-13: 9781787286382

Author (1)

Trent Hauck

Trent Hauck is a data scientist living and working in the Seattle area. He grew up in Wichita, Kansas and received his undergraduate and graduate degrees from the University of Kansas. He is the author of the book Instant Data Intensive Apps with pandas How-to, Packt Publishing—a book that can get you up to speed quickly with pandas and other associated technologies.
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