 Modern regression 1: Ridge regression (source code)

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= Modern regression 1: Ridge regression
{c}
{tag=Work by Ryan Tibshirani}
{title2=2013}

By <Ryan Tibshirani>.

Online text: https://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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