Does python's scikit-learn have any regression models that work well with sparse data?
I was poking around and found this "sparse linear regression" module, but it seems outdated. (It's so old that scikit-learn was called 'scikits-learn' at the time, I think.)
Most scikit-learn regression models (linear such as Ridge
, Lasso
, ElasticNet
or non-linear, e.g. with RandomForestRegressor
) support both dense and sparse input data recent versions of scikit-learn (0.16.0 is the latest stable version at the time of writing).
Edit: if you are unsure, check the docstring of the fit
method of the class of interest.
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