The current linear ridge model under AI Factor relies on the ElasticNet model from SKLearn. This implementation of linear ridge regression performs very poorly compared to the Ridge model provided by SKLearn (sklearn.linear_model.Ridge).
When using the current linear ridge model in AI Factor, the model has an extremely long runtime and it will often fail to converge (sends a message to the user to use the Ridge model instead). In testing on my personal machine, the Ridge model shows significantly better performance.
Cheers,
Daniel