Closed
Description
Description
I run Ridge regression with two methods:
- Using RidgeCV
- Using KFold to prepare folds for CV and then use Ridge for each fold
The optional alpha selected from the two methods are very different.
Steps/Code to Reproduce
https://gist.github.com/pancha0/a1e76afd12b2d93af7ddabe53a55680a
Expected Results
The best alphas from the two methods should be close.
Actual Results
They are very different.
Versions
Darwin-16.6.0-x86_64-i386-64bit
Python 3.6.1 |Anaconda 4.4.0 (x86_64)| (default, May 11 2017, 13:04:09)
[GCC 4.2.1 Compatible Apple LLVM 6.0 (clang-600.0.57)]
NumPy 1.12.1
SciPy 0.19.0
Scikit-Learn 0.18.1
Metadata
Metadata
Assignees
Labels
No labels