Classifier using Ridge regression.
This classifier first converts the target values into ``
1, 1
}
`` and then treats the problem as a regression task (multi-output regression in the multiclass case).
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters ---------- alpha : float, default=1.0 Regularization strength; must be a positive float. Regularization improves the conditioning of the problem and reduces the variance of the estimates. Larger values specify stronger regularization. Alpha corresponds to ``C^-1`` in other linear models such as LogisticRegression or LinearSVC.
fit_intercept : bool, default=True Whether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (e.g. data is expected to be already centered).
normalize : bool, default=False This parameter is ignored when ``fit_intercept`` is set to False. If True, the regressors X will be normalized before regression by subtracting the mean and dividing by the l2-norm. If you wish to standardize, please use :class:`sklearn.preprocessing.StandardScaler` before calling ``fit`` on an estimator with ``normalize=False``.
copy_X : bool, default=True If True, X will be copied; else, it may be overwritten.
max_iter : int, default=None Maximum number of iterations for conjugate gradient solver. The default value is determined by scipy.sparse.linalg.
tol : float, default=1e-3 Precision of the solution.
class_weight : dict or 'balanced', default=None Weights associated with classes in the form ``class_label: weight
``. If not given, all classes are supposed to have weight one.
The "balanced" mode uses the values of y to automatically adjust weights inversely proportional to class frequencies in the input data as ``n_samples / (n_classes * np.bincount(y))``.
solver : 'auto', 'svd', 'cholesky', 'lsqr', 'sparse_cg', 'sag', 'saga'
, default='auto' Solver to use in the computational routines:
- 'auto' chooses the solver automatically based on the type of data.
- 'svd' uses a Singular Value Decomposition of X to compute the Ridge coefficients. More stable for singular matrices than 'cholesky'.
- 'cholesky' uses the standard scipy.linalg.solve function to obtain a closed-form solution.
- 'sparse_cg' uses the conjugate gradient solver as found in scipy.sparse.linalg.cg. As an iterative algorithm, this solver is more appropriate than 'cholesky' for large-scale data (possibility to set `tol` and `max_iter`).
- 'lsqr' uses the dedicated regularized least-squares routine scipy.sparse.linalg.lsqr. It is the fastest and uses an iterative procedure.
- 'sag' uses a Stochastic Average Gradient descent, and 'saga' uses its unbiased and more flexible version named SAGA. Both methods use an iterative procedure, and are often faster than other solvers when both n_samples and n_features are large. Note that 'sag' and 'saga' fast convergence is only guaranteed on features with approximately the same scale. You can preprocess the data with a scaler from sklearn.preprocessing.
.. versionadded:: 0.17 Stochastic Average Gradient descent solver. .. versionadded:: 0.19 SAGA solver.
random_state : int, RandomState instance, default=None The seed of the pseudo random number generator to use when shuffling the data. If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by `np.random`. Used when ``solver`` == 'sag'.
Attributes ---------- coef_ : ndarray of shape (1, n_features) or (n_classes, n_features) Coefficient of the features in the decision function.
``coef_`` is of shape (1, n_features) when the given problem is binary.
intercept_ : float or ndarray of shape (n_targets,) Independent term in decision function. Set to 0.0 if ``fit_intercept = False``.
n_iter_ : None or ndarray of shape (n_targets,) Actual number of iterations for each target. Available only for sag and lsqr solvers. Other solvers will return None.
classes_ : ndarray of shape (n_classes,) The classes labels.
See Also -------- Ridge : Ridge regression. RidgeClassifierCV : Ridge classifier with built-in cross validation.
Notes ----- For multi-class classification, n_class classifiers are trained in a one-versus-all approach. Concretely, this is implemented by taking advantage of the multi-variate response support in Ridge.
Examples -------- >>> from sklearn.datasets import load_breast_cancer >>> from sklearn.linear_model import RidgeClassifier >>> X, y = load_breast_cancer(return_X_y=True) >>> clf = RidgeClassifier().fit(X, y) >>> clf.score(X, y) 0.9595...