fracridge
Is an implementation of fractional ridge regression (FRR).
Installation:
MATLAB
Download and copy the files from https://github.com/nrdg/fracridge/tree/master/matlab into your MATLAB path.
Python
To install the release version:
pip install fracridge
Or to install the development version (and stay up-to-date by pulling from GitHub):
pip install -e .
To upgrade to newer release version:
pip install -U fracridge
Usage
MATLAB
[coef,alphas] = fracridge(X,fracs,y,tol,mode)
Python
There's a functional API:
from fracridge import fracridge
coefs, alphas = fracridge(X, y, fracs)
Or a sklearn-compatible OO API:
from fracridge import FracRidge
fr = FracRridge(fracs=fracs)
fr.fit(X, y)
coefs = fr.coef_
alphas = fr.alpha_
Online documentation
https://nrdg.github.io/fracridge/
How to cite
If you use fracridge, please cite our paper: "Fractional ridge regression: a fast, interpretable
reparameterization of ridge regression" (2020) GigaScience, Volume 9, Issue 12, December 2020, https://doi.org/10.1093/gigascience/giaa133 link.
For your convenience, here is the bibtex entry
@ARTICLE{fracridge2020,
title = "Fractional ridge regression: a fast, interpretable
reparameterization of ridge regression",
author = "Rokem, Ariel and Kay, Kendrick",
journal = "Gigascience",
volume = 9,
number = 12,
month = nov,
year = 2020
}
1 maintainer
Release files for fracridge 3.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| fracridge-3.0.tar.gz | 51.6 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| fracridge-3.0-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 65.2 kB
Release files / fracridge-3.0.tar.gz
| Download URL | fracridge-3.0.tar.gz |
|---|---|
| Size | 51.6 kB |
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| Download URL | fracridge-3.0-py3-none-any.whl |
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| Size | 13.6 kB |
| Tags | Python 3 |
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