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