do you have non negative ridge regression ?

[Sandy4321]

Short description

do you have non negative ridge regression vs https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.Lasso.html positivebool, default=False When set to True, forces the coefficients to be positive vs https://scikit-learn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.html#sklearn.linear_model.LinearRegression positivebool, default=False When set to True, forces the coefficients to be positive. This option is only supported for dense arrays.

New in version 0.24. vs https://scikit-learn.org/stable/auto_examples/linear_model/plot_nnls.html#sphx-glr-auto-examples-linear-model-plot-nnls-py

How this suggestion will help you/others

Possible solution/implementation details

Example/links if any

[jackgerrits]

Hi @Sandy4321, VW doesn't support non negative ridge regression. This is a patches welcome item for sure 😄 It wouldn't be too involved to get this implemented, when the weights updated a check could be added for if it results in a negative value and in that case clamp it to 0.

[Yash621]

@jackgerrits can i work on it ?