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snowflake.ml.modeling.linear_model.RidgeCV¶

class snowflake.ml.modeling.linear_model.RidgeCV(*, alphas=(0.1, 1.0, 10.0), fit_intercept=True, scoring=None, cv=None, gcv_mode=None, store_cv_values=False, alpha_per_target=False, input_cols: Optional[Union[str, Iterable[str]]] = None, output_cols: Optional[Union[str, Iterable[str]]] = None, label_cols: Optional[Union[str, Iterable[str]]] = None, drop_input_cols: Optional[bool] = False, sample_weight_col: Optional[str] = None)¶

Bases: BaseTransformer

Ridge regression with built-in cross-validation For more details on this class, see sklearn.linear_model.RidgeCV

alphas: array-like 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 1 / (2C) in other linear models such as LogisticRegression or LinearSVC. If using Leave-One-Out cross-validation, alphas must be positive.

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).

scoring: str, callable, default=None

A string (see model evaluation documentation) or a scorer callable object / function with signature scorer(estimator, X, y). If None, the negative mean squared error if cv is ‘auto’ or None (i.e. when using leave-one-out cross-validation), and r2 score otherwise.

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.

  • CV splitter,

  • An iterable yielding (train, test) splits as arrays of indices.

For integer/None inputs, if y is binary or multiclass, StratifiedKFold is used, else, KFold is used.

Refer User Guide for the various cross-validation strategies that can be used here.

gcv_mode: {‘auto’, ‘svd’, ‘eigen’}, default=’auto’

Flag indicating which strategy to use when performing Leave-One-Out Cross-Validation. Options are:

'auto': use 'svd' if n_samples > n_features, otherwise use 'eigen'
'svd': force use of singular value decomposition of X when X is
    dense, eigenvalue decomposition of X^T.X when X is sparse.
'eigen': force computation via eigendecomposition of X.X^T
Copy

The ‘auto’ mode is the default and is intended to pick the cheaper option of the two depending on the shape of the training data.

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 Leave-One-Out Cross-Validation).

alpha_per_target: bool, default=False

Flag indicating whether to optimize the alpha value (picked from the alphas parameter list) for each target separately (for multi-output settings: multiple prediction targets). When set to True, after fitting, the alpha_ attribute will contain a value for each target. When set to False, a single alpha is used for all targets.

input_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain features. If this parameter is not specified, all columns in the input DataFrame except the columns specified by label_cols and sample-weight_col parameters are considered input columns.

label_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that contain labels. This is a required param for estimators, as there is no way to infer these columns. If this parameter is not specified, then object is fitted without labels(Like a transformer).

output_cols: Optional[Union[str, List[str]]]

A string or list of strings representing column names that will store the output of predict and transform operations. The length of output_cols mus match the expected number of output columns from the specific estimator or transformer class used. If this parameter is not specified, output column names are derived by adding an OUTPUT_ prefix to the label column names. These inferred output column names work for estimator’s predict() method, but output_cols must be set explicitly for transformers.

sample_weight_col: Optional[str]

A string representing the column name containing the examples’ weights. This argument is only required when working with weighted datasets.

drop_input_cols: Optional[bool], default=False

If set, the response of predict(), transform() methods will not contain input columns.

Methods

fit(dataset)

Fit Ridge regression model with cv For more details on this function, see sklearn.linear_model.RidgeCV.fit

predict(dataset)

Predict using the linear model For more details on this function, see sklearn.linear_model.RidgeCV.predict

score(dataset)

Return the coefficient of determination of the prediction For more details on this function, see sklearn.linear_model.RidgeCV.score

set_input_cols(input_cols)

Input columns setter.

to_sklearn()

Get sklearn.linear_model.RidgeCV object.

Attributes

model_signatures

Returns model signature of current class.
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