Ridge regression

gistfile1.py

import numpy as np
from scipy import linalg

def ridge(A, b, alphas):
    """Return coefficients for regularized least squares 
               ||A x - b|| + alpha ||x||
    """ 
    U, s, V = linalg.svd(X, full_matrices=False)
    d = np.dot(U.T, y) / (s + alphas[:, np.newaxis] / s)
    return np.dot(d, V)