Lecture

Singular Value Decomposition: Ridge and LASSO

In course

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Description

This lecture covers the concept of Singular Value Decomposition (SVD) and its application in decomposing matrices, with remarks on Ridge and LASSO regression techniques, discussing the importance of rank, span, and singular values in solving regression problems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_m47p4yk4

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Statistics

Data analysis: Regression analysis, Cross-validation

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