PetscRegressorLinearType#

Type of linear regression

Synopsis#

typedef enum {
  REGRESSOR_LINEAR_OLS,
  REGRESSOR_LINEAR_LASSO,
  REGRESSOR_LINEAR_RIDGE
} PetscRegressorLinearType;

Values#

REGRESSOR_LINEAR_OLS - ordinary least squares
REGRESSOR_LINEAR_LASSO - lasso
REGRESSOR_LINEAR_RIDGE - ridge

Note#

One can perform binary classification using the ridge regressor type by converting labels into the values -1 and +1, corresponding to the two classes, and then performing a ridge regression. Observations with a negative prediction value are then placed in the -1 class, while those with positive values are placed in the +1 class. This is the approach used in the RidgeClassifer implementation provided by the scikit-learn library.

Level#

advanced

Location#

include/petscregressor.h

Index of all PetscRegressor routines
Table of Contents for all manual pages
Index of all manual pages