fracridge 1.0

Ridge regression with fraction regularization

fracridge

Is an implementation of fractional ridge regression (FRR).

Installation:

MATLAB

Download and copy the files from the [https://github.com/nrdg/fracridge/tree/master/matlab](MATLAB directory) into your MATLAB path.

Python

To install the release version:

pip install fracridge

Or to install the development version:

pip install -r requirements.txt
pip install .

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

Please cite our preprint: "Fractional ridge regression: a fast, interpretable reparameterization of ridge regression" (2020), Rokem & Kay, https://arxiv.org/abs/2005.03220