scikit-learn/scikit-learn — pull request #3417 by mblondel (2014-07-17 17:05:04+00:00)
Title: [WIP] Prediction variance in Ridge

I started working on returning prediction variances in Ridge (for the Cholesky solver only). The n_samples > n_features (primal) case works. The n_features > n_samples (dual) case is a work in progress.