Ridge Regularization: An Essential Concept in Data Science

2020/07/06 by Trevor Hastie · 7 citations
Engineering · Computer Science · #Sparse and Compressive Sensing Techniques #Control Systems and Identification #Image and Signal Denoising Methods

paper · doi:10.1080/00401706.2020.1791959

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.

Citations

• Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter

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