# Tagged Questions

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### Cross Validation for Ridge Regression

I'm using ridge regression for calculating optimal weights of a set of scores. These scores are correlated so the usage of ridge regression is used for penalizing large values of weights. So the ...
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### Can't replicate the results of Golub's Generlized Cross Validation procedure (GCV)

I'm trying to understand this paper: Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter Author(s): Gene H. Golub, Michael Heath and Grace Wahba Source: Technometrics, Vol. ...
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### Implementing linear regression with standardization

I have this confusion related to implementing linear regression with normalization. Let's say I have a training set trainX and ...
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### Use cross validation to calculate a ridge regression parameter

I have a dataset of text messages of which I'm trying to filter out the spam from the legitimate ones. I have roughly 4600 pieces of data spread among 57 features and then their classification as spam ...
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### PRESS statistic for ridge regression

In ordinary least squares, regressing a target vector $y$ against a set of predictors $X$, the hat matrix is computed as $$H = X (X^tX)^{-1} X^t$$ and the PRESS (predicted residual sum of squares) ...
I have a question about the following problem: estimate $\mu=\mu_1,...\mu_n$ when $Y_i \sim N(\mu_i,\sigma^2)$ using a ridge like penalty $$\min_\mu \sum_i(Y_i-\mu_i)^2 + \lambda\sum_i\mu_i^2$$ ...