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$\begingroup$ And I totally missed that in @eickenberg 's comment as well. I do have to use standardize = FALSE in glmnet() to get the identical results. $\endgroup$

Jordi
– Jordi

2015-07-07 08:30:44 +00:00
Commented Jul 7, 2015 at 8:30
$\begingroup$ @Jordi You should definitely standardized if using linear_model.Ridge for any real world analysis. $\endgroup$

Matthew Drury
– Matthew Drury

2015-07-07 11:56:53 +00:00
Commented Jul 7, 2015 at 11:56
$\begingroup$ I understand that sklearn linear_model.Ridge model standardizes the features automatically. Normalization is optional. I wonder why I then need to deactivate standardization in glmnet() to get the models to produce identical results. $\endgroup$

Jordi
– Jordi

2015-07-07 13:26:56 +00:00
Commented Jul 7, 2015 at 13:26

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