Ridge Regularization: An Essential Concept in Data Science
Trevor Hastie
Abstract
Ridge or more formally l2 regularization shows up in many areas of statistics and machine learning. It is one of those essential devices that any good data scientist needs to master for their craft. In this brief ridge fest, I have collected together some of the magic and beauty of ridge that my colleagues and I have encountered over the past 40 years in applied statistics.
Topics & Concepts
RidgeRegularization (linguistics)BeautyCraftStatisticsComputer scienceMathematicsGeologyMathematics educationArtificial intelligenceEpistemologyGeographyArchaeologyPhilosophyPaleontologySparse and Compressive Sensing TechniquesControl Systems and IdentificationImage and Signal Denoising Methods