BayesianRidgeRegressor

BayesianRidgeRegressor

A model type for constructing a Bayesian ridge regressor, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

BayesianRidgeRegressor = @load BayesianRidgeRegressor pkg=MLJScikitLearnInterface

Do model = BayesianRidgeRegressor() to construct an instance with default hyper-parameters. Provide keyword arguments to override hyper-parameter defaults, as in BayesianRidgeRegressor(max_iter=...).

Hyper-parameters

• max_iter = 300
• tol = 0.001
• alpha_1 = 1.0e-6
• alpha_2 = 1.0e-6
• lambda_1 = 1.0e-6
• lambda_2 = 1.0e-6
• compute_score = false
• fit_intercept = true
• copy_X = true
• verbose = false