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