import numpy as np
import pandas as pd
from sklearn.linear_model import RidgeCV
rng = np.random.RandomState(42)
X = rng.randn(100, 80)
y = rng.randn(100)
Ridge_ = RidgeCV(alphas=np.arange(1,1001,100)
,scoring="neg_mean_squared_error"
,store_cv_values=True
#,cv=5
).fit(X, y)
[*zip(np.arange(1,1001,100),Ridge_.cv_values_.mean(axis=0))]
(101, -0.0006180241231415761),
(201, 0.0008785369000308918),
(301, 0.0011539924905547415),
(401, 0.0011727715611324074),
(501, 0.0011223783355600165),
(601, 0.0010543033304316618),
(701, 0.000985010448300175),
(801, 0.0009199279049377978),
(901, 0.0008605959504101133)]