Lecture

Ridge Regression: Regularizing Linear Models

In course

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Description

This lecture covers the concept of ridge regression as a method to regularize linear models by introducing a penalty for large weights, reducing the number of solutions. It explains the closed-form solution for linear regression, the singularity issue, and the kernel trick to enable nonlinear regression.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_l5twcecg

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

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