Questions tagged [ridge-regression]

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

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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 ...
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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....
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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 ...