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Lecture notes on ridge regression
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Lecture notes on ridge regression
Collection of many well-known results on ridge regression.
Machine learning
Statistics
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Ridge regression
Linear regression, the ridge regression estimator, and eigenvalue shrinkage
Moments
Constrained Estimation, degrees of freedom, and computationally efficient evaluation
Penalty parameter selection, simulation, and illustration
Bayesian regression
Generalizing ridge regression
Mixed model
Ridge logistic regression
Lasso regression
Uniqueness, analytic solutions, and sparsity
Estimation, moments, and the bayesian connection
Comparison to ridge and Pandora's box
Created 22 June 2023
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