LinearRegression  : simple linear regression

output :array([  3.03499549e-01,  -2.37639315e+02,   5.10530605e+02,
         3.27736980e+02,  -8.14131709e+02,   4.92814588e+02,
         1.02848452e+02,   1.84606489e+02,   7.43519617e+02,
         7.60951722e+01])

 

 

Ridge regression : shrink the regression coefficients to zero

output:

 

 

Lasso: least absolute shrinkage and selection operator, can set some coefficients to zero



output :

array([   0.        ,   -0.        ,  357.61234402,   11.57097751,
          0.        ,    0.        ,   -0.        ,    0.        ,
        305.62172841,    0.        ])