[scikit-learn] RidgeCV with multiple targets returns a single alpha. Is it possible to get one alpha per target?

Alexandre Gramfort alexandre.gramfort at inria.fr
Tue Aug 7 09:05:41 EDT 2018


you should call RidgeCV on all targets separately.

HTH
Alex

On Tue, Aug 7, 2018 at 12:46 PM Christophe Pallier
<christophe at pallier.org> wrote:
>
> Hello,
>
> I'd like to use RidgeCV to find the optimal alpha for each colunm (ntargets) of the DV variable.
>
> It lloks like itthe fit() computes a single alpha. Is there a way to compute one alpha per column?
>
>
>
>
> --
> --
> Christophe Pallier <christophe at pallier.org>
> INSERM-CEA Cognitive Neuroimaging Lab, Neurospin, bat 145,
> 91191 Gif-sur-Yvette Cedex, France
> Tel: 00 33 1 69 08 79 34
> Personal web site: http://www.pallier.org
> Lab web site: http://www.unicog.org
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