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[MRG] Added documentation of intercept_ attribute of BayesianRidge #13429

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Mar 12, 2019
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@pimdh pimdh commented Mar 10, 2019

Reference Issues/PRs

Fixes #13409

What does this implement/fix? Explain your changes.

Adds note that the intercept_ parameter does not have a probabilistic posterior associated, is only a point estimate. Ideally, it would optionally be treated as a probabilistic parameter, but this is non-trivial, as the prior should be uniform, which differs from the dependent parameters.

@pimdh pimdh changed the title [MRG]Added documentation of intercept_ attribute of BayesianRidge [MRG] Added documentation of intercept_ attribute of BayesianRidge Mar 10, 2019
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I think the comment about variance belongs in the description of fit_intercept.

Thanks for this!

intercept_ : float
Independent term in decision function. Set to 0.0 if
``fit_intercept = False``. This is not treated as a probabilistic
parameter and thus has no associated variance.
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+1 to add this last sentence rather in description of fit_intercept parameter

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pimdh commented Mar 12, 2019

@agramfort & @jnothman, I have moved the line to fit_intercept.

@jnothman jnothman merged commit c854ade into scikit-learn:master Mar 12, 2019
xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
xhluca pushed a commit to xhluca/scikit-learn that referenced this pull request Apr 28, 2019
koenvandevelde pushed a commit to koenvandevelde/scikit-learn that referenced this pull request Jul 12, 2019
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BayesianRidge is unexpectedly not Bayesian wrt intercept
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