secure_learning.models.secure_ridge module

Implementation of Ridge regression model.

class secure_learning.models.secure_ridge.Ridge(solver_type=SolverTypes.GD, alpha=1)

Bases: Linear

Solver for Ridge regression. Optimizes a model with objective function $$frac{1}{{2n}_{textrm{samples}}} times ||y - Xw||^2_2 + frac{alpha}{2} times ||w||^2_2$$

__init__(solver_type=SolverTypes.GD, alpha=1)

Constructor method.

Parameters:

• solver_type (SolverTypes) – Solver type to use (e.g. Gradient Descent aka GD)

• alpha (float) – Regularization parameter

name = 'Ridge regression'