About Linear Models

About Linear Models

The linear model is summarized with reference to scikit-learn official website.

Ordinary Least Squares¶ Least Squares Regression (OLS)

Ridge regression and classification¶

Lasso¶

Multi-task Lasso

Elastic-Net

Multi-task Elastic-Net

Least Angle Regression

LARS Lasso

Orthogonal Matching Pursuit (OMP)

Bayesian Regression

Logistic regression

Stochastic Gradient Descent - SGD

Perceptron

Passive Aggressive Algorithms

Robustness regression: outliers and modeling errors

Polynomial regression: extending linear models with basis functions

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