Ridge classifier with built-in cross-validation.
See glossary entry for :term:`cross-validation estimator`.
By default, it performs Generalized Cross-Validation, which is a form of efficient Leave-One-Out cross-validation. Currently, only the n_features > n_samples case is handled efficiently.
Read more in the :ref:`User Guide <ridge_regression>`.
Parameters ---------- alphas : ndarray of shape (n_alphas,), default=(0.1, 1.0, 10.0) Array of alpha values to try. 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 (i.e. data is expected to be 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``.
scoring : string, callable, default=None A string (see model evaluation documentation) or a scorer callable object / function with signature ``scorer(estimator, X, y)``.
cv : int, cross-validation generator or an iterable, default=None Determines the cross-validation splitting strategy. Possible inputs for cv are:
- None, to use the efficient Leave-One-Out cross-validation
- integer, to specify the number of folds.
- :term:`CV splitter`,
- An iterable yielding (train, test) splits as arrays of indices.
Refer :ref:`User Guide <cross_validation>` for the various cross-validation strategies that can be used here.
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))``
store_cv_values : bool, default=False Flag indicating if the cross-validation values corresponding to each alpha should be stored in the ``cv_values_`` attribute (see below). This flag is only compatible with ``cv=None`` (i.e. using Generalized Cross-Validation).
Attributes ---------- cv_values_ : ndarray of shape (n_samples, n_targets, n_alphas), optional Cross-validation values for each alpha (if ``store_cv_values=True`` and ``cv=None``). After ``fit()`` has been called, this attribute will contain the mean squared errors (by default) or the values of the ``loss,score
_func`` function (if provided in the constructor). This attribute exists only when ``store_cv_values`` is True.
coef_ : ndarray of shape (1, n_features) or (n_targets, 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``.
alpha_ : float Estimated regularization parameter
classes_ : ndarray of shape (n_classes,) The classes labels.
Examples -------- >>> from sklearn.datasets import load_breast_cancer >>> from sklearn.linear_model import RidgeClassifierCV >>> X, y = load_breast_cancer(return_X_y=True) >>> clf = RidgeClassifierCV(alphas=1e-3, 1e-2, 1e-1, 1
).fit(X, y) >>> clf.score(X, y) 0.9630...
See also -------- Ridge : Ridge regression RidgeClassifier : Ridge classifier RidgeCV : Ridge regression 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.