This chapter will help you in learning about the linear modeling in Scikit-Learn. Let us begin by understanding what is linear regression in Sklearn.
The following table lists out various linear models provided by Scikit-Learn −
| Sr.No | Model & Description |
|---|---|
| 1 | Linear Regression It is one of the best statistical models that studies the relationship between a dependent variable (Y) with a given set of independent variables (X). |
| 2 | Logistic Regression Logistic regression, despite its name, is a classification algorithm rather than regression algorithm. Based on a given set of independent variables, it is used to estimate discrete value (0 or 1, yes/no, true/false). |
| 3 | Ridge Regression Ridge regression or Tikhonov regularization is the regularization technique that performs L2 regularization. It modifies the loss function by adding the penalty (shrinkage quantity) equivalent to the square of the magnitude of coefficients. |
| 4 | Bayesian Ridge Regression Bayesian regression allows a natural mechanism to survive insufficient data or poorly distributed data by formulating linear regression using probability distributors rather than point estimates. |
| 5 | LASSO LASSO is the regularisation technique that performs L1 regularisation. It modifies the loss function by adding the penalty (shrinkage quantity) equivalent to the summation of the absolute value of coefficients. |
| 6 | Multi-task LASSO It allows to fit multiple regression problems jointly enforcing the selected features to be same for all the regression problems, also called tasks. Sklearn provides a linear model named MultiTaskLasso, trained with a mixed L1, L2-norm for regularisation, which estimates sparse coefficients for multiple regression problems jointly. |
| 7 | Elastic-Net The Elastic-Net is a regularized regression method that linearly combines both penalties i.e. L1 and L2 of the Lasso and Ridge regression methods. It is useful when there are multiple correlated features. |
| 8 | Multi-task Elastic-Net It is an Elastic-Net model that allows to fit multiple regression problems jointly enforcing the selected features to be same for all the regression problems, also called tasks |
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