How to do gaussian/polynomial regression with scikit-learn?
linear-regression, machine-learning, scikit-learn
Solution
Either you use Support Vector Regression `sklearn.svm.SVR` and set the appropritate `kernel` (see here).
Or you install the latest master version of sklearn and use the recently added `sklearn.preprocessing.PolynomialFeatures` (see here) and then OLS or `Ridge` on top of that.
Problem
Does scikit-learn provide facility to perform regression using a gaussian or polynomial kernel? I looked at the APIs and I don't see any. Has anyone built a package on top of scikit-learn that does this?