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