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updated RidgeCV docstring and changelog
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fcostin authored and mblondel committed Feb 28, 2012
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4 changes: 4 additions & 0 deletions doc/whats_new.rst
Expand Up @@ -51,6 +51,10 @@ Changelog
with `decision_function`; for ``kernel==linear``, `coef_` was fixed
in the the one-vs-one case, by `Andreas Müller`_.

- Performance improvements to efficient leave-one-out cross-validated
Ridge regression, esp. for the ``n_samples > n_features`` case, in
:class:`linear_model.RidgeCV`, by Reuben Fletcher-Costin.



API changes summary
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7 changes: 4 additions & 3 deletions sklearn/linear_model/ridge.py
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Ridge regression
"""

# Author: Mathieu Blondel <mathieu@mblondel.org>
# Author: Mathieu Blondel <mathieu@mblondel.org>
# Reuben Fletcher-Costin <reuben.fletchercostin@gmail.com>
# License: Simplified BSD


import numpy as np

from .base import LinearModel
Expand Down Expand Up @@ -501,8 +503,7 @@ class RidgeCV(LinearModel):
"""Ridge regression with built-in cross-validation.
By default, it performs Generalized Cross-Validation, which is a form of
efficient Leave-One-Out cross-validation. Currently, only the n_features >
n_samples case is handled efficiently.
efficient Leave-One-Out cross-validation.
Parameters
----------
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