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ENH: Add Ridge Regression #169

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ENH: Add Ridge Regression #169

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sinhrks
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@sinhrks sinhrks commented Dec 30, 2016

Added RidgeRegressor under lin_reg.

@AtheMathmo
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Thanks for opening this!

I originally had plans to include this using the regularization module. I was going to add this as part of the LinRegressor model but I don't actually mind the idea of having a new model as you have here.

Perhaps we could have a core model which uses the Regularization enum - and then abstractions like, LinRegressor, LassoRegressor, RidgeRegressor?

I will take a proper look through this PR soon.

@AtheMathmo
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You may also want to check #145 which discusses this a little and more.

@AtheMathmo
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AtheMathmo commented Jan 6, 2017

Have you had a chance to think about my comments above? We could even take a step further and have a lin_models module which also captures GLMs.

@AtheMathmo
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I'm closing this as it seems to have stagnated from the comments above. If you would like to reopen it please don't hesitate! I'd like to talk this through a little more.

@AtheMathmo AtheMathmo closed this Feb 17, 2017
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