Ridge Regression¶
Ridge regression models the relationship between an input variable \({\bf x}\) and a continous output variable \(y\) by fitting a linear function.
- LinReg(X::Matrix, y::Vector; kernel::Symbol=:linear)¶
Initialize a ridge regression object with a data matrix \({\bf X} \in \mathbb{R}^{n\times m}\), a label binary label vector \({\bf y} \in \mathbb{R}^{n}\) of \(n\) \(m\)-dimensional examples, and a kernel function.
Implements: optimize