Lecture

Bias-Variance Tradeoff in Ridge Estimation

Description

This lecture covers the bias-variance tradeoff in ridge estimation, comparing the least squares estimator with the ridge estimator. The instructor explains how a bit of bias can improve mean squared error by reducing variance, highlighting the importance of choosing the right range for the bias parameter. Through detailed calculations and examples, the lecture demonstrates how the ridge estimator can outperform the least squares estimator by balancing bias and variance effectively.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_amrawjdd

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis, Cross-validation

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