Data Science Asked by darthbungholio on December 9, 2020
Sorry if the title is a bit long, but basically I’m trying to predict values $$ hat{y}_i in [-1,1]$$ using a simple model i.e. something like OLS or ridge regression, I’d like to know if anyone knows of a library that has models with features that all you restrict your weight vector to be in a certain domain.
There are many, I'd recommend you the following: cvxpy
(in turn interfaces some other solver like scs
or cvxopt
), cvxopt
, casadi
, even tensorflow
(some optimizes have options for bounds).
Answered by anymous.asker on December 9, 2020
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