Lecture notes on ridge regression
作者： van Wieringen , N Wessel
DOI:
关键词: Principal component regression 、 Segmented regression 、 Mathematics 、 Local regression 、 Polynomial regression 、 Elastic net regularization 、 Statistics 、 Bayesian linear regression 、 Nonparametric regression 、 Proper linear model
摘要: … coefficients, giving rise to ridge regression. Here many aspect of ridge regression are … constrained estimation, and its relation to Bayesian regression. Finally, its behaviour and use are …
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