Replace ChaospyLinReg by SklearnLinReg and extend LinearRegression parent class #184
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…r predefined or custom set basis expansions, adjusted defaults and integration test
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krystophny
approved these changes
Oct 23, 2024
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The model construction and the regression part are now handled at different layers to allow for easy extension of the linear regression models:
Model construction (basis function expansion)
The basis function expansion is taken care of in the LinearRegression parent class. Either predefined expansions (orthogonal polynomials or RBFs) or custom expansions can be set and generated. This allows to add child classes that focus only on the regression task.
(Bayesian) linear regression
The SklearnLinReg child class trains the models and makes prediction using scikit-learn's BayesianRidge and ARDRegression classes.