from sklearn.linear_model import Lasso, Ridge, LinearRegression from sklearn.feature_selection import RFE, f_regression def fit_models(x, y): lm = LinearRegression() lm.fit(x, y) ridge = Ridge(alpha=0.001) ridge.fit(x, y) lasso = Lasso(alpha=0.001) lasso.fit(x, y) rfe = RFE(lasso, step=2) rfe.fit(x, y) f, pval = f_regression(x, y, center=False) return lm, ridge, lasso, rfe, f