2 回答

TA貢獻1828條經驗 獲得超6個贊
這是一個純粹的sklearn答案:
import numpy as np
from sklearn.linear_model import Ridge
alphas = np.logspace(-10, 10, 1000)
solution_norm = []
residual_norm = []
for alpha in alphas:
lm = Ridge(alpha=alpha)
lm.fit(X, y)
solution_norm += [(lm.coef_**2).sum()]
residual_norm += [((lm.predict(X) - y)**2).sum()]
plt.loglog(residual_norm, solution_norm, 'k-')
plt.show()
whereX和y分別是你的預測變量和目標。

TA貢獻1860條經驗 獲得超9個贊
scikit-learn 中沒有這樣的內置功能,但是Yellowbrick庫提供了這樣的功能(使用pipor安裝conda);將 LassoCV 示例從他們的文檔改編到您的 RidgeCV 案例給出:
import numpy as np
from sklearn.linear_model import RidgeCV
from yellowbrick.regressor import AlphaSelection
from yellowbrick.datasets import load_concrete
# Load the regression dataset
X, y = load_concrete()
# Create a list of alphas to cross-validate against
alphas = np.logspace(-10, 1, 40)
# Instantiate the linear model and visualizer
model = RidgeCV(alphas=alphas)
visualizer = AlphaSelection(model)
visualizer.fit(X, y)
visualizer.show()
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