0
$\begingroup$

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.

$\endgroup$

1 Answer 1

1
$\begingroup$

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).

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.