Lecture

Linear Models: Ridge, OLS and LASSO

In course

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Description

This lecture covers linear models including Ridge, Ordinary Least Squares (OLS), and Least Absolute Shrinkage and Selection Operator (LASSO). It explains the concepts of singular values, positive definite matrices, and eigenvalues. The lecture also delves into the application of these models in regression analysis.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_b2ft78qw

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Statistics

Data analysis: Regression analysis

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