Hi all, I am struggling to understand the following:
Scikit-learn offers a multiple output version for Ridge Regression, simply by handing over a 2D array [n_samples, n_targets], but how is it implemented? http://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Ridge.html Is it correct to assume that each regression for each target is independent? Under these circumstances, how can I adapt this to use individual alpha regularization parameters for each regression? If I use GridSeachCV, I would have to hand over a matrix of possible regularization parameters, or how would that work? Thanks in advance - I have been searching for hours but could not find anything on this topic. Peter
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