Ridge Regularization: an Essential Concept in Data Science

2020/05/30 by Trevor Hastie, Hastie, Trevor · 4 citations
Computer Science · #FOS: Computer and information sciences #Face and Expression Recognition #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Methodology (stat.ME) #Neural Networks and Applications

paper · pdf · doi:10.48550/arxiv.2006.00371

openalex publication_date 2020/05/30 · openalex created_date 2020/06/05 · openalex updated_date 2026/07/28

Abstract

Ridge or more formally ℓ₂ regularization shows up in many areas of statistics and machine learning. It is one of those essential devices that any good data scientist needs to master for their craft. In this brief ridge fest I have collected together some of the magic and beauty of ridge that my colleagues and I have encountered over the past 40 years in applied statistics.

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