TheilSenRegressor

TheilSenRegressor

A model type for constructing a Theil-Sen regressor, based on MLJScikitLearnInterface.jl, and implementing the MLJ model interface.

From MLJ, the type can be imported using

TheilSenRegressor = @load TheilSenRegressor pkg=MLJScikitLearnInterface

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

Hyper-parameters

• fit_intercept = true
• copy_X = true
• max_subpopulation = 10000
• n_subsamples = nothing
• max_iter = 300
• tol = 0.001
• random_state = nothing
• n_jobs = nothing
• verbose = false