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[MRG+1] Allows setting of initial hyperparameters for BayesianRidge #13618
agramfort left a comment
You'll need to update a test and it would be great to expose this option by updating this example : https://scikit-learn.org/stable/auto_examples/linear_model/plot_bayesian_ridge.html
Thanks @c56pony. I would add a bit more details on the role of alpha_init and lambda_init so that it is a bit more transparent for the users.