Function ridge_regression 

pub fn ridge_regression(
    x: &Array2<Float>,
    y: &Array1<Float>,
    alpha: Float,
    fit_intercept: bool,
    solver: &str,
) -> Result<(Array1<Float>, Float)>

Ridge regression solver

Solves the ridge regression problem: argmin ||y - X @ coef||^2 + alpha * ||coef||^2

Arguments

• x - Design matrix of shape (n_samples, n_features)
• y - Target values of shape (n_samples,) or (n_samples, n_targets)
• alpha - Regularization strength (must be positive)
• fit_intercept - Whether to fit an intercept
• solver - Solver to use (“auto”, “svd”, “cholesky”, “lsqr”, “sparse_cg”, “sag”, “saga”)

Returns

• Coefficients of shape (n_features,) or (n_features, n_targets)
• Intercept (scalar or array)