Ordinary Least Squares (Regression)ΒΆ

The documentation is generated based on the sources available at dotnet/machinelearning and released under MIT License.

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

Description

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

Parameters

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