Implement vector free linear regression, supported feature contains:
L1/L2/elastic regularization
training with intercept
training with weight
training with standardization
Note that current implementation use optimizer to train intercept, in contrast with the implementation in ml.LinearRegression, it use closed-form solution to compute intercept. This may need improvement in the future.
Implement vector free linear regression, supported feature contains:
Note that current implementation use optimizer to train intercept, in contrast with the implementation in
ml.LinearRegression
, it use closed-form solution to compute intercept. This may need improvement in the future.