RidgeCVRegressor

RidgeCVRegressor

A model type for constructing a ridge regressor with built-in cross-validation, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

RidgeCVRegressor = @load RidgeCVRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• alphas = (0.1, 1.0, 10.0)
• fit_intercept = true
• scoring = nothing
• cv = 5
• gcv_mode = nothing
• store_cv_values = false