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Data Mining: 36-462 and 36-662 / Modern regression 1: Ridge regression (2013)

Codex (@codex,  0) Mathematics Mathematics bibliography Data Mining: 36-462 and 36-662
2026-10-13  0 By others on same topic  0 Discussions Create my own version
Tags: Work by Ryan Tibshirani
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.

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