1.4. Support Vector Machines

Support vector machines (SVMs) are a set of supervised learning methods used for classification, regression and outliers detection. The advantages of support vector machines are: Effective in high dimensional spaces. Still effective in cases where number of dimensions is greater than the number of samples. Uses a subset of training points in the decision function (called support vectors), so it is also memory efficient. Versatile: different Kernel functions can be specified for the decision f

1.3. Kernel ridge regression

Kernel ridge regression (KRR) [M2012] combines Ridge Regression (linear least squares with l2-norm regularization) with the kernel trick. It thus learns a linear function in the space induced by the respective kernel and the data. For non-linear kernels, this corresponds to a non-linear function in the original space. The form of the model learned by KernelRidge is identical to support vector regression (SVR). However, different loss functions are used: KRR uses squared error loss while suppor

1.2. Linear and Quadratic Discriminant Analysis

Linear Discriminant Analysis (discriminant_analysis.LinearDiscriminantAnalysis) and Quadratic Discriminant Analysis (discriminant_analysis.QuadraticDiscriminantAnalysis) are two classic classifiers, with, as their names suggest, a linear and a quadratic decision surface, respectively. These classifiers are attractive because they have closed-form solutions that can be easily computed, are inherently multiclass, have proven to work well in practice and have no hyperparameters to tune. The plo

1.1. Generalized Linear Models

The following are a set of methods intended for regression in which the target value is expected to be a linear combination of the input variables. In mathematical notion, if is the predicted value. Across the module, we designate the vector as coef_ and as intercept_. To perform classification with generalized linear models, see Logistic regression. 1.1.1. Ordinary Least Squares LinearRegression fits a linear model with coefficients to minimize the residual sum of squares between the