spe.smoothers.LinearRegression#

class spe.smoothers.LinearRegression(*, fit_intercept=True, copy_X=True, n_jobs=None, positive=False)#

Methods

`__init__`(*[, fit_intercept, copy_X, n_jobs, ...])
`fit`(X, y[, sample_weight])	Fit linear model.
`get_group_X`(X[, X_pred])
`get_linear_smoother`(X, tr_idx, ts_idx[, ...])	Get fitted adaptive linear smoother matrix $S(W)$.
`get_metadata_routing`()	Get metadata routing of this object.
`get_params`([deep])	Get parameters for this estimator.
`predict`(X[, tr_idx, ts_idx, y_refit])	Compute $S(W)y_{refit}$ as predictions.
`score`(X, y[, sample_weight])	Return the coefficient of determination of the prediction.
`set_fit_request`(*[, sample_weight])	Request metadata passed to the `fit` method.
`set_params`(**params)	Set the parameters of this estimator.
`set_predict_request`(*[, tr_idx, ts_idx, y_refit])	Request metadata passed to the `predict` method.
`set_score_request`(*[, sample_weight])	Request metadata passed to the `score` method.

__init__(*, fit_intercept=True, copy_X=True, n_jobs=None, positive=False)#

fit(X, y, sample_weight=None)#

Fit linear model.

Parameters:

X{array-like, sparse matrix} of shape (n_samples, n_features): Training data.
yarray-like of shape (n_samples,) or (n_samples, n_targets): Target values. Will be cast to X’s dtype if necessary.
sample_weightarray-like of shape (n_samples,), default=None: Individual weights for each sample.

New in version 0.17: parameter sample_weight support to LinearRegression.

Returns:

selfobject: Fitted Estimator.

get_group_X(X, X_pred=None)#

get_linear_smoother(X, tr_idx, ts_idx, ret_full_P=False)#: Get fitted adaptive linear smoother matrix $S(W)$.

get_metadata_routing()#

Get metadata routing of this object.

Please check User Guide on how the routing mechanism works.

Returns:

routingMetadataRequest: A MetadataRequest encapsulating routing information.

get_params(deep=True)#

Get parameters for this estimator.

Parameters:

deepbool, default=True: If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns:

paramsdict: Parameter names mapped to their values.

predict(X, tr_idx=None, ts_idx=None, y_refit=None)#

Compute $S(W)y_{refit}$ as predictions.

Computes predictions as adaptive linear smoothing where $S(W)$ is the output of instance’s AdaptiveLinearSmoother().

score(X, y, sample_weight=None)#

Return the coefficient of determination of the prediction.

The coefficient of determination $R^2$ is defined as $(1 - \frac{u}{v})$, where $u$ is the residual sum of squares ((y_true - y_pred)** 2).sum() and $v$ is the total sum of squares ((y_true - y_true.mean()) ** 2).sum(). The best possible score is 1.0 and it can be negative (because the model can be arbitrarily worse). A constant model that always predicts the expected value of y, disregarding the input features, would get a $R^2$ score of 0.0.

Parameters:

Xarray-like of shape (n_samples, n_features): Test samples. For some estimators this may be a precomputed kernel matrix or a list of generic objects instead with shape (n_samples, n_samples_fitted), where n_samples_fitted is the number of samples used in the fitting for the estimator.
yarray-like of shape (n_samples,) or (n_samples, n_outputs): True values for X.
sample_weightarray-like of shape (n_samples,), default=None: Sample weights.

Returns:

scorefloat: $R^2$ of self.predict(X) w.r.t. y.

Notes

The $R^2$ score used when calling score on a regressor uses multioutput='uniform_average' from version 0.23 to keep consistent with default value of r2_score(). This influences the score method of all the multioutput regressors (except for MultiOutputRegressor).

set_fit_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → LinearRegression#

Request metadata passed to the fit method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to fit if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to fit.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

New in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for sample_weight parameter in fit.

Returns:

selfobject: The updated object.

set_params(**params)#

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters:

**paramsdict: Estimator parameters.

Returns:

selfestimator instance: Estimator instance.

Request metadata passed to the predict method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to predict if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to predict.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

New in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

tr_idxstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for tr_idx parameter in predict.
ts_idxstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for ts_idx parameter in predict.
y_refitstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for y_refit parameter in predict.

Returns:

selfobject: The updated object.

set_score_request(*, sample_weight: bool | None | str = '$UNCHANGED$') → LinearRegression#

Request metadata passed to the score method.

Note that this method is only relevant if enable_metadata_routing=True (see sklearn.set_config()). Please see User Guide on how the routing mechanism works.

The options for each parameter are:

True: metadata is requested, and passed to score if provided. The request is ignored if metadata is not provided.
False: metadata is not requested and the meta-estimator will not pass it to score.
None: metadata is not requested, and the meta-estimator will raise an error if the user provides it.
str: metadata should be passed to the meta-estimator with this given alias instead of the original name.

The default (sklearn.utils.metadata_routing.UNCHANGED) retains the existing request. This allows you to change the request for some parameters and not others.

New in version 1.3.

Note

This method is only relevant if this estimator is used as a sub-estimator of a meta-estimator, e.g. used inside a Pipeline. Otherwise it has no effect.

Parameters:

sample_weightstr, True, False, or None, default=sklearn.utils.metadata_routing.UNCHANGED: Metadata routing for sample_weight parameter in score.

Returns:

selfobject: The updated object.