A comparison of different linear regression algorithms. The sklearn.linear_model from SciKit learn was used to generate example plots using a diabetes dataset provided in SciKit learn. Plots show that by changing the λ value, regression can be regulated such that with a small λ value, all linear regression algorithms provide similar regression. Color code: linear regression – blue, ridge regression – green, lasso – cyan, and elastic net – red. (For interpretation of the references to color in this figure legend, the reader is referred to the web version of this article.)