Restricting a weight vector (optimization parameter) to be in a certain domain using python ML library linear regression model Sorry if the title is a bit long, but basically I'm trying to predict values $$ \hat{y}_i \in [-1,1]$$ using a simple model i.e. something like OLS or ridge regression, I'd like to know if anyone knows of a library that has models with features that all you restrict your weight vector to be in a certain domain.
There are many, I'd recommend you the following: cvxpy (in turn interfaces some other solver like scs or cvxopt), cvxopt, casadi, even tensorflow (some optimizes have options for bounds).