Scikit-Learn
31
This chapter will help you in learning about the linear modeling in Scikit-Learn. Let us
begin by understanding what is linear regression in Sklearn.
The following table lists out various linear models provided by Scikit-Learn:
Model
Description
Linear Regression
It is one of the best statistical models that
studies
the relationship between a
dependent variable (Y) with a given set of
independent variables (X).
Logistic Regression
Logistic regression, despite its name, is a
classification
algorithm
rather
than
regression algorithm. Based on a given set
of independent variables, it is used to
estimate discrete value (0 or 1, yes/no,
true/false).
Ridge Regression
Ridge
regression
or
Tikhonov
regularization
is
the
regularization
technique that performs L2 regularization.
It modifies the loss function by adding the
penalty (shrinkage quantity) equivalent to
the square of the magnitude of coefficients.
Bayesian Ridge Regression
Bayesian
regression allows a natural
mechanism to survive insufficient data or
poorly distributed
data by formulating
linear
regression
using
probability
distributors rather than point estimates.
LASSO
LASSO is the regularisation technique that
performs L1 regularisation. It modifies the
loss function by adding the penalty
(shrinkage quantity)
equivalent to the
summation of the absolute value of
coefficients.
Multi-task LASSO
It allows to fit multiple regression problems
jointly enforcing the selected features to be
same for all the regression problems, also
called tasks.
Sklearn provides a linear
model named
Dostları ilə paylaş: