 Modern regression 1: Ridge regression

By Ryan Tibshirani.

Online text: www.stat.cmu.edu/~ryantibs/datamining/lectures/16-modr1.pdf

Cited passages: Modern regression 1: Ridge regression, slide 7: center predictors, leave the intercept free and scale predictors to sample variance one; Modern regression 1: Ridge regression, slides 5 and 7: summed squared-error objective and unpenalized intercept.