Linear models#

Least squares, regularized, robust, Bayesian and generalized linear models.

ARDRegression

Bayesian ARD (automatic relevance determination) regression.

BayesianRidge

Bayesian ridge regression.

ElasticNet

Linear regression with a combined l1 and l2 penalty, fitted by coordinate descent.

ElasticNetCV

Elastic net with l1_ratio and alpha chosen by K-fold cross-validation.

GammaRegressor

Generalized linear model with a Gamma distribution and a log link.

HuberRegressor

Linear regression with the Huber loss, robust to outliers.

IsotonicRegression

Isotonic regression: the best monotone fit of one feature.

Lars

Least angle regression (LARS).

Lasso

Linear regression with an l1 penalty, fitted by coordinate descent.

LassoCV

Lasso with alpha chosen by K-fold cross-validation along a path.

LassoLars

Lasso fitted by least angle regression.

LinearRegression

Ordinary least squares linear regression.

LogisticRegression

Logistic regression classifier, solved by a quasi-Newton method.

LogisticRegressionCV

Logistic regression with C chosen by stratified K-fold cross-validation.

PassiveAggressiveClassifier

Passive-aggressive classifier (PA-I or PA-II).

PassiveAggressiveRegressor

Passive-aggressive regressor (PA-I or PA-II).

Perceptron

Perceptron classifier.

PoissonRegressor

Generalized linear model with a Poisson distribution and a log link.

QNRegressor

Linear regression on the squared or absolute loss, solved by a quasi-Newton method.

QuantileRegressor

Linear regression that predicts a conditional quantile.

Ridge

Linear least squares with l2 regularization.

RidgeClassifier

Classifier using ridge regression on -1/+1 targets.

RidgeCV

Ridge regression with built-in selection of alpha.

SGDClassifier

Linear classifier trained by stochastic gradient descent.

SGDOneClassSVM

Linear one-class SVM trained by stochastic gradient descent.

SGDRegressor

Linear regression trained by stochastic gradient descent.

TweedieRegressor

Generalized linear model with a Tweedie distribution.