Questions tagged [ridge-regression]

A regularization method for regression models that shrinks coefficients towards zero.

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Why are my ridge regression coefficients completely different from ordinary linear regression coefficients in MATLAB?

I am attempting to implement my own Ridge Regression algorithm and I am trying to achieve similar coefficients found in a MATLAB tutorial on regression. Specifically, on the MATLAB tutorial page you ...
41 views

What's the correct cost function for Linear Regression

As we all know the cost function for linear regression is: Where as when we use Ridge Regression we simply add lambda*slope**2 but there I always seee the below as cost function of linear Regression ...
80 views

Do the benefits of ridge regression diminish with larger datasets?

I have a question about ridge regression and about its benefits (relative to OLS) when the datasets are big. Do the benefits of ridge regression disappear when the datasets are larger (e.g. 50,000 vs ...
26 views

The effect of the λ in the Ridge regression

Why by increasing value of λ in Ridge estimator the slope of the line is decreasing? How exactly λ affects to the y = kx + b?
258 views

What is the meaning of the sparsity parameter

Sparse methods such as LASSO contain a parameter $\lambda$ which is associated with the minimization of the $l_1$ norm. Higher the value of $\lambda$ ($>0$) means that more coefficients will be ...
147 views

Constraining linear regressor parameters in scikit-learn?

I'm using sklearn.linear_model.Ridge to use ridge regression to extract the coefficients of a polynomial. However, some of the coefficients have physical ...
53 views

Should I use or tune reg_lambda or reg_alpha hyperparameters when using a tree booster in XGBoost

XGBoost has 3 types of boosters: tree boosters (gbtree, dart) linear booster (gbliner) ...
96 views

Lack of standardization in Kaggle jupyter notebooks when using lasso/ridge?

I've recently started using Kaggle, and I've noticed that for a lot of these jupyter notebooks written by others, when they use Ridge/Lasso, they don't standardize the non-categorical numerical ...
47 views

Why we take $\alpha\sum B_j^2$ as penalty in Ridge Regression?

$$RSS_{RIDGE}=\sum_{i=1}^n(\hat{y_i}-y_i)^2+\alpha\sum_{i=1}^nB_j^2$$ Why we are taking $\alpha\sum B_j^2$ as a penalty here? We are adding this term for minimizing variance in Machine Learning Model. ...
15 views

Prove Ridge regression duality of dropout

EDIT: Found one mistake, confused rows and columns in the step of summing over column operations. I'm trying to prove the Ridge regression duality of Dropout, as described in section 9.1 of this paper....
71 views

how Lasso regression helps to shrinks the coefficient to zero and why ridge regression dose not shrink the coefficient to zero?

How Lasso regression helps feature selection of model by making the coefficient to zero? , I could see few below with below diagram ,can any please explain in simple terms how to corelate below ...
22 views

Should I normalize the dependent variable in a penalized linear regression model?

When I compute penalized regression on the data without normalizing using the glmnet package in R, the lambda values and RMSE generated in lasso, ridge, and elastic net are unreasonably large. The ...
16 views

what other metrics can i use to estimate quality of the model predicting income range - interval estimation task?

I trained a model that predicts customer's income given the features: age, declared income number of oustanding instalment, overdue total amount active credit limit, total credit limit total amount ...
781 views

How do standardization and normalization impact the coefficients of linear models?

One benefit of creating a linear model is that you can look at the coefficients the model learns and interpret them. For example, you can see which features have the most predictive power and which do ...
73 views

Why is Regularization after PCA or Factor Analysis a bad idea?

I have done Factor Analysis on my data and applied various machine learning models on it. I particularly find it giving high MSE value for Ridge and Lasso Regression compared to other models. I want ...
2k views

What does a negative coefficient of determination mean for evaluating ridge regression?

Judging by the negative result being displayed from my ridge.score() I am guessing that I am doing something wrong. Maybe someone could point me in the right ...
320 views

How is learning rate calculated in sklearn Lasso regression?

I was applying different regression models to Kaggle Housing dataset for advanced regression. I am planning to test out lasso, ridge and elastic net. However, none of these models have learning rate ...
180 views

Is there a reference data set for ridge regression?

In order to test an algorithm, I am looking for a reference data set for ridge regression in research papers. Kind of like the equivalent of MNIST but for regression.
916 views

Extremely high MSE/MAE for Ridge Regression(sklearn) when the label is directly calculated from the features

Edit: Removing TransformedTargetRegressor and adding more info as requested. Edit2: There were 18K rows where the relation did not hold. I'm sorry :(. After ...
246 views

Does ridge regression always reduce coefficients by equal proportions?

Below is an excerpt from the book Introduction to statistical learning in R, (chapter-linear model selection and regularization) "In ridge regression, each least squares coefficient estimate is ...
108 views

Dividing the weights obtained on an already standardized data set by the standard deviation of the features? (Ridge regression)

I'm trying to understand a code snippet from my lecture on Machine Learning (see the code below). It extracts the mean and standard deviation of the features and uses them to 'normalize' (...
4k views

Can ridge regression be used for feature selection?

I'm trying to figure out whether using Ridge Regression for regularization can be used to cause a more sparse hypothesis however to me it seems like ridge will never actually bring any coefficients to ...
Does it matter whether we put regularization parameter ($C$) with error or weight term in Kernel ridge regression?
Kernel ridge regression associate a regularization parameter $C$ with weight term ($\beta$): \$\text{Minimize}: {KRR}=C\frac{1}{2} \left \|\beta\right\|^{2} + \frac{1}{2}\sum_{i=1}^{\mathcal{N}}\left\|...