The alpha parameter is shared for all problems; If you wnat to use differnt parameters, you probably want to perform seprate fits.
Best,

Bertrand

On 02/05/2018 13:08, Peer Nowack wrote:

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


_______________________________________________
scikit-learn mailing list
scikit-learn@python.org
https://mail.python.org/mailman/listinfo/scikit-learn


_______________________________________________
scikit-learn mailing list
scikit-learn@python.org
https://mail.python.org/mailman/listinfo/scikit-learn

Reply via email to