How can you implement Bayesian Ridge regression and visualize the coefficient shrinkage effect in Scikit-learn

Question

Can i know How can you implement Bayesian Ridge regression and visualize the coefficient shrinkage effect in Scikit-learn?

Answer 1

Bayesian Ridge regression estimates coefficients with probabilistic modeling, balancing complexity and performance by shrinking coefficients toward zero.

Here is the code snippet you can refer to:

In the above code we are using the following key points:

• Uses Bayesian Ridge regression to apply probabilistic modeling for coefficient estimation.
• Visualizes prediction with uncertainty bounds, showing coefficient shrinkage.
• Highlights how coefficients are adjusted toward zero to prevent overfitting.

Hence, Bayesian Ridge regression balances model complexity and performance by shrinking coefficients, reducing overfitting and providing uncertainty estimates.