Intermediate30 min
Ridge Regression
The L2-penalised objective, its closed-form solution, the effect on the SVD spectrum, and choosing lambda.
Assumes you know
Not yet written
This lesson is on the syllabus but has no text yet
The full curriculum is published up front so you can see the whole route and its dependencies. Lessons are being written in curriculum order.
What it will cover
- ridge
- L2
- shrinkage
- lambda