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regression.md

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description
Statistical method used to model the relationship between a dependent variable and one or more independent variables.

Regression

We currently support regression algorithms from scikit-learn, XGBoost, and LightGBM.

Gradient Boosting

Algorithm Regression
xgboost XGBRegressor
xgboost_random_forest XGBRFRegressor
lightgbm LGBMRegressor
catboost CatBoostRegressor

Scikit Ensembles

Algorithm Regression
ada_boost AdaBoostRegressor
bagging BaggingRegressor
extra_trees ExtraTreesRegressor
gradient_boosting_trees GradientBoostingRegressor
random_forest RandomForestRegressor
hist_gradient_boosting HistGradientBoostingRegressor

Support Vector Machines

Algorithm Regression
svm SVR
nu_svm NuSVR
linear_svm LinearSVR

Linear Models

Algorithm Regression
linear LinearRegression
ridge Ridge
lasso Lasso
elastic_net ElasticNet
least_angle LARS
lasso_least_angle LassoLars
orthoganl_matching_pursuit OrthogonalMatchingPursuit
bayesian_ridge BayesianRidge
automatic_relevance_determination ARDRegression
stochastic_gradient_descent SGDRegressor
passive_aggressive PassiveAggressiveRegressor
ransac RANSACRegressor
theil_sen TheilSenRegressor
huber HuberRegressor
quantile QuantileRegressor

Other

Algorithm Regression
kernel_ridge KernelRidge
gaussian_process GaussianProcessRegressor