>>> from sklearn import linear_model
>>> X = [[0., 0.], [1., 1.], [2., 2.], [3., 3.]]
>>> Y = [0., 1., 2., 3.]
>>> reg = linear_model.BayesianRidge()
>>> reg.fit(X, Y)
BayesianRidge(alpha_1=1e-06, alpha_2=1e-06, compute_score=False, copy_X=True,
       fit_intercept=True, lambda_1=1e-06, lambda_2=1e-06, n_iter=300,
       normalize=False, tol=0.001, verbose=False)

>>>>>> reg.predict ([[1, 0.]]) array([ 0.50000013]) 

>>>>>> reg.coef_ array([ 0.49999993,  0.49999993])