Linear Models (線形モデル)について

scikit-learnの公式サイトを参考に線形モデルについてまとめる。

Ordinary Least Squares¶

最小２乗回帰（OLS：Ordinary Least Squares regression）

Ridge regression and classification¶

Lasso¶

Multi-task Lasso

Elastic-Net

Multi-task Elastic-Net

Least Angle Regression

LARS Lasso

Orthogonal Matching Pursuit (OMP)

Bayesian Regression

Logistic regression

Stochastic Gradient Descent - SGD

Perceptron

Passive Aggressive Algorithms

Robustness regression: outliers and modeling errors

Polynomial regression: extending linear models with basis functions