diff --git a/doc/whats_new.rst b/doc/whats_new.rst index 2d2b5138e622e..bfea4448e5958 100644 --- a/doc/whats_new.rst +++ b/doc/whats_new.rst @@ -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 diff --git a/sklearn/linear_model/ridge.py b/sklearn/linear_model/ridge.py index 1cbda45f8c9f1..4b7f45b28c474 100644 --- a/sklearn/linear_model/ridge.py +++ b/sklearn/linear_model/ridge.py @@ -2,9 +2,11 @@ Ridge regression """ -# Author: Mathieu Blondel +# Author: Mathieu Blondel +# Reuben Fletcher-Costin # License: Simplified BSD + import numpy as np from .base import LinearModel @@ -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 ----------