Ridge regression
= Ridge regression
{wiki}
Ridge regression minimizes a squared-error loss plus the quadratic penalty $\lambda\lVert\beta\rVert_2^2$. Its positive penalty stabilizes inversion in collinear or high-dimensional designs.
= Ridge regression
{wiki}
Ridge regression minimizes a squared-error loss plus the quadratic penalty $\lambda\lVert\beta\rVert_2^2$. Its positive penalty stabilizes inversion in collinear or high-dimensional designs.