Timeline for How to compute the change of Ridge regression solution when one row of data changes?
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Apr 5, 2019 at 18:48 | comment | added | lwang024 | @whuber Let's assume that the data is raw, not centred nor scaled. | |
| Apr 5, 2019 at 14:21 | comment | added | whuber♦ | It depends on what you mean by "$X.$" If that is intended to refer to the raw data matrix, then an efficient rolling ridge regression formula can be derived fairly easily. But if, as is usual with ridge regression, "$X$" refers to the centered, scaled variables, the problem is that adding or deleting even a single observation changes every component of $X$ in a nonlinear fashion, which will substantially complicate the analysis and the formulas. | |
| Apr 3, 2019 at 15:28 | history | edited | lwang024 | CC BY-SA 4.0 |
edited title
|
| Apr 3, 2019 at 14:21 | answer | added | JP Trawinski | timeline score: 1 | |
| S Apr 3, 2019 at 13:34 | history | suggested | Simon Boge Brant | CC BY-SA 4.0 |
Fixed formatting of mathematical expression
|
| Apr 3, 2019 at 12:35 | review | Suggested edits | |||
| S Apr 3, 2019 at 13:34 | |||||
| Apr 3, 2019 at 12:34 | review | Suggested edits | |||
| Apr 3, 2019 at 12:34 | |||||
| Apr 3, 2019 at 12:31 | comment | added | lwang024 | @ Simon Boge Brant Thank you, just edited the question. | |
| Apr 3, 2019 at 12:31 | history | edited | lwang024 | CC BY-SA 4.0 |
deleted 1 character in body
|
| Apr 3, 2019 at 9:42 | history | edited | gunes | CC BY-SA 4.0 |
tex
|
| Apr 3, 2019 at 9:05 | review | First posts | |||
| Apr 3, 2019 at 12:10 | |||||
| Apr 3, 2019 at 9:00 | history | asked | lwang024 | CC BY-SA 4.0 |