Class: ARDRegression

Bayesian ARD regression.

Fit the weights of a regression model, using an ARD prior. The weights of the regression model are assumed to be in Gaussian distributions. Also estimate the parameters lambda (precisions of the distributions of the weights) and alpha (precision of the distribution of the noise). The estimation is done by an iterative procedures (Evidence Maximization)

Read more in the User Guide.

Python Reference

Constructors

new ARDRegression()

new ARDRegression(opts?): ARDRegression

Parameters

ParameterTypeDescription
opts?object-
opts.alpha_1?numberHyper-parameter : shape parameter for the Gamma distribution prior over the alpha parameter.
opts.alpha_2?numberHyper-parameter : inverse scale parameter (rate parameter) for the Gamma distribution prior over the alpha parameter.
opts.compute_score?booleanIf true, compute the objective function at each step of the model.
opts.copy_X?booleanIf true, X will be copied; else, it may be overwritten.
opts.fit_intercept?booleanWhether to calculate the intercept for this model. If set to false, no intercept will be used in calculations (i.e. data is expected to be centered).
opts.lambda_1?numberHyper-parameter : shape parameter for the Gamma distribution prior over the lambda parameter.
opts.lambda_2?numberHyper-parameter : inverse scale parameter (rate parameter) for the Gamma distribution prior over the lambda parameter.
opts.max_iter?numberMaximum number of iterations.
opts.threshold_lambda?numberThreshold for removing (pruning) weights with high precision from the computation.
opts.tol?numberStop the algorithm if w has converged.
opts.verbose?booleanVerbose mode when fitting the model.

Returns ARDRegression

Defined in generated/linear_model/ARDRegression.ts:25

Properties

PropertyTypeDefault valueDefined in
_isDisposedbooleanfalsegenerated/linear_model/ARDRegression.ts:23
_isInitializedbooleanfalsegenerated/linear_model/ARDRegression.ts:22
_pyPythonBridgeundefinedgenerated/linear_model/ARDRegression.ts:21
idstringundefinedgenerated/linear_model/ARDRegression.ts:18
optsanyundefinedgenerated/linear_model/ARDRegression.ts:19

Accessors

alpha_

Get Signature

get alpha_(): Promise<number>

estimated precision of the noise.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:435


coef_

Get Signature

get coef_(): Promise<ArrayLike>

Coefficients of the regression model (mean of distribution)

Returns Promise<ArrayLike>

Defined in generated/linear_model/ARDRegression.ts:412


feature_names_in_

Get Signature

get feature_names_in_(): Promise<ArrayLike>

Names of features seen during fit. Defined only when X has feature names that are all strings.

Returns Promise<ArrayLike>

Defined in generated/linear_model/ARDRegression.ts:650


intercept_

Get Signature

get intercept_(): Promise<number>

Independent term in decision function. Set to 0.0 if fit_intercept \= False.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:550


lambda_

Get Signature

get lambda_(): Promise<ArrayLike>

estimated precisions of the weights.

Returns Promise<ArrayLike>

Defined in generated/linear_model/ARDRegression.ts:458


n_features_in_

Get Signature

get n_features_in_(): Promise<number>

Number of features seen during fit.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:625


n_iter_

Get Signature

get n_iter_(): Promise<number>

The actual number of iterations to reach the stopping criterion.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:527


py

Get Signature

get py(): PythonBridge

Returns PythonBridge

Set Signature

set py(pythonBridge): void

Parameters

ParameterType
pythonBridgePythonBridge

Returns void

Defined in generated/linear_model/ARDRegression.ts:107


scores_

Get Signature

get scores_(): Promise<number>

if computed, value of the objective function (to be maximized)

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:504


sigma_

Get Signature

get sigma_(): Promise<ArrayLike[]>

estimated variance-covariance matrix of the weights

Returns Promise<ArrayLike[]>

Defined in generated/linear_model/ARDRegression.ts:481


X_offset_

Get Signature

get X_offset_(): Promise<number>

If fit_intercept=True, offset subtracted for centering data to a zero mean. Set to np.zeros(n_features) otherwise.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:575


X_scale_

Get Signature

get X_scale_(): Promise<number>

Set to np.ones(n_features).

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:600

Methods

dispose()

dispose(): Promise<void>

Disposes of the underlying Python resources.

Once dispose() is called, the instance is no longer usable.

Returns Promise<void>

Defined in generated/linear_model/ARDRegression.ts:159


fit()

fit(opts): Promise<any>

Fit the model according to the given training data and parameters.

Iterative procedure to maximize the evidence

Parameters

ParameterTypeDescription
optsobject-
opts.X?ArrayLike[]Training vector, where n_samples is the number of samples and n_features is the number of features.
opts.y?ArrayLikeTarget values (integers). Will be cast to X’s dtype if necessary.

Returns Promise<any>

Defined in generated/linear_model/ARDRegression.ts:178


get_metadata_routing()

get_metadata_routing(opts): Promise<any>

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Parameters

ParameterTypeDescription
optsobject-
opts.routing?anyA MetadataRequest encapsulating routing information.

Returns Promise<any>

Defined in generated/linear_model/ARDRegression.ts:217


init()

init(py): Promise<void>

Initializes the underlying Python resources.

This instance is not usable until the Promise returned by init() resolves.

Parameters

ParameterType
pyPythonBridge

Returns Promise<void>

Defined in generated/linear_model/ARDRegression.ts:120


predict()

predict(opts): Promise<ArrayLike>

Predict using the linear model.

In addition to the mean of the predictive distribution, also its standard deviation can be returned.

Parameters

ParameterTypeDescription
optsobject-
opts.return_std?booleanWhether to return the standard deviation of posterior prediction.
opts.X?ArrayLikeSamples.

Returns Promise<ArrayLike>

Defined in generated/linear_model/ARDRegression.ts:253


score()

score(opts): Promise<number>

Return the coefficient of determination of the prediction.

The coefficient of determination \(R^2\) is defined as \((1 - \frac{u}{v})\), where \(u\) is the residual sum of squares ((y_true \- y_pred)\*\* 2).sum() and \(v\) is the total sum of squares ((y_true \- y_true.mean()) \*\* 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a \(R^2\) score of 0.0.

Parameters

ParameterTypeDescription
optsobject-
opts.sample_weight?ArrayLikeSample weights.
opts.X?ArrayLike[]Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
opts.y?ArrayLikeTrue values for X.

Returns Promise<number>

Defined in generated/linear_model/ARDRegression.ts:294


set_predict_request()

set_predict_request(opts): Promise<any>

Request metadata passed to the predict method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

Parameters

ParameterTypeDescription
optsobject-
opts.return_std?string | booleanMetadata routing for return_std parameter in predict.

Returns Promise<any>

Defined in generated/linear_model/ARDRegression.ts:340


set_score_request()

set_score_request(opts): Promise<any>

Request metadata passed to the score method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

Parameters

ParameterTypeDescription
optsobject-
opts.sample_weight?string | booleanMetadata routing for sample_weight parameter in score.

Returns Promise<any>

Defined in generated/linear_model/ARDRegression.ts:378