Ordinary Least Squares (Regression)ΒΆ

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Type: regressortrainer Aliases: OLSLinearRegression, ols Namespace: Microsoft.ML.Trainers.HalLearners Assembly: Microsoft.ML.HalLearners.dll Microsoft Documentation: Ordinary Least Squares (Regression)


The ordinary least square regression fits the target function as a linear function of the numerical features that minimizes the square loss function.


Name Short name Default Description
l2Weight l2 1E-06 L2 regularization weight
perParameterSignificance sig True Whether to calculate per parameter significance statistics