Use the RidgeCV and LassoCV to set the regularization parameterΒΆ

Load the diabetes dataset

from sklearn.datasets import load_diabetes
data = load_diabetes()
X, y = data.data, data.target


(442, 10)

Compute the cross-validation score with the default hyper-parameters

from sklearn.model_selection import cross_val_score
from sklearn.linear_model import Ridge, Lasso
for Model in [Ridge, Lasso]:
model = Model()
print('%s: %s' % (Model.__name__,
cross_val_score(model, X, y).mean()))


Ridge: 0.40942743830329875
Lasso: 0.35380008329932017

We compute the cross-validation score as a function of alpha, the strength of the regularization for Lasso and Ridge

import numpy as np
from matplotlib import pyplot as plt
alphas = np.logspace(-3, -1, 30)
plt.figure(figsize=(5, 3))
for Model in [Lasso, Ridge]:
scores = [cross_val_score(Model(alpha), X, y, cv=3).mean()
for alpha in alphas]
plt.plot(alphas, scores, label=Model.__name__)
plt.legend(loc='lower left')
plt.ylabel('cross validation score')

Total running time of the script: ( 0 minutes 0.344 seconds)

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