model-arena 0.0.1

A model extension package

Models Package

1- Ridge Regression: Extends SKLearns Ridge regression by adding p-values, featureSelection and alpha optimisation.

Example Usage:

Import

from model_arena.Regression import RidgeRegression

Create a RidgeRegression object

rm = RidgeRegression()

Run the feature selection method as above to limit to the most important variables.

Stores the order of variables to the object

rm.featureSelection(X,y)

Find the value of alpha minimising MSE for these features

rm.findBestAlpha(X[rm.bestMeanCVModel],y)

Print the alpha

print('Alpha = {}'.format(rm.alpha))

Fit the model with the best features and the alpha

rm.fit(X[rm.bestMeanCVModel],y)

Display a summary including p-values

rm.summary(X[rm.bestMeanCVModel],y)