Linear and probabilistic models · MLD-1044
Ridge regression
Linear regression with a penalty on squared coefficient magnitude.
Original reference page · detailed expansion pending. Original definitions, examples, notes and citations are preserved below. New examples are illustrative, not benchmark results.
Original example
Stabilize a model with correlated features.
Original caveat
It usually shrinks coefficients without setting them exactly to zero.
Context and aliases
Level: Intermediate. Stages: Training · Inference.
Tags: ML.
Aliases: L2-regularized regression.
Related concepts
Concepts linking here
Original references
- scikit-learn: Gaussian processes ↗ · Reference link
- scikit-learn: linear models ↗ · Reference link
- scikit-learn: naive Bayes ↗ · Reference link
- Original reference URL ↗