Adding objective function in Ridge regression docstring
@@ -512,6 +512,10 @@ class _BaseRidge(six.with_metaclass(ABCMeta, LinearModel)):
class Ridge(_BaseRidge, RegressorMixin):
"""Linear least squares with l2 regularization.
+ Minimizes the objective function::
+
+ ||y - Xw||^2_2 + alpha * ||w||^2_2
+
This model solves a regression model where the loss function is
the linear least squares function and regularization is given by
the l2-norm. Also known as Ridge Regression or Tikhonov regularization.
