Created on Oct 9, 2012
@author: georgianadinu
Created on Oct 16, 2012
@author: nghia
Created on Oct 15, 2012
@author: georgianadinu
Converts an array-like structure to a DenseMatrix/SparseMatrix
Created on Sep 21, 2012
@author: georgianadinu
Created on Sep 18, 2012
@author: georgianadinu
Created on Sep 19, 2012
@author: georgianadinu
Bases: composes.utils.regression_learner.RegressionLearner
This class performs Least Squares Regression.
It finds the matrix X which solves:
\(X = argmin(||AX - B||_2)\)
It can be used with intercept or without (by default intercept=True).
Bases: object
Implements a set of regression methods.
Supported regression methods are least squares regression and ridge regression. Ridge regression can be used with generalized cross validation. (Hastie, Tibshirani and Friedman, Second edition, page 244)
Bases: composes.utils.regression_learner.RegressionLearner
This class performs Ridge Regression.
It finds the matrix X which solves:
\(X = argmin(||AX - B||_2 + \lambda||X||_2)\)
It can be used with intercept or without (by default intercept=True). Cross validation can be used with default \(\lambda\) range of \(linspace(0, 5, 11)\). By default Generalized cross validation is performed. If cross validation is set False it requires the input of a \(\lambda\) value.
If cross validation is set to True, it performs generalized cross validation. (Hastie, Tibshirani and Friedman, Second edition, page 244).
Created on Oct 17, 2012
@author: georgianadinu
Created on Sep 26, 2012
@author: georgianadinu