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Timeline for Regularization in Linear Regression

Current License: CC BY-SA 4.0

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Sep 13, 2019 at 14:44 history edited Augustine Samuel CC BY-SA 4.0
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Sep 13, 2019 at 14:44 comment added Augustine Samuel @LakshmiSrinivasan As Martin Modrák pointed out the regularization would make the regression slope slightly smaller than what is in the data
Sep 13, 2019 at 14:43 comment added Augustine Samuel @whuber You are right. will edit!
Sep 10, 2019 at 20:02 comment added whuber Implicitly equating "no outliers" with "all collinear" is extremely confusing--how is collinearity related to being an outlier?--and doesn't seem to make any sense. Are you sure this is what you intended to write?
Sep 10, 2019 at 16:57 comment added Lakshmi Srinivasan Based on the answer you provided above, I have a question. Only when you choose a non-linear hypothesis function (such as quadratic, cubic, ..) to fit the given data points, regularization helps by filtering the noise (outliers) in the data. But if the selected hypothesis function is linear, the regression problem is going to identify a straight line that best fits the data points. So how does regularization help in this scenario?
Sep 10, 2019 at 16:48 comment added Lakshmi Srinivasan I didn't mean that the given data points are collinear. I have updated the question to make it more clear.
Sep 10, 2019 at 11:05 comment added Augustine Samuel @MartinModrák Thank you for pointing out. What I actually meant to say was 'there will be no positive effect'. please correct me if I'm wrong
Sep 10, 2019 at 11:03 history edited Augustine Samuel CC BY-SA 4.0
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Sep 10, 2019 at 9:44 comment added Martin Modrák I believe your answer might be incorrect, are you sure there will be "no effect"? I think that in the case the points are collinear, regularization would make the regression slope slightly smaller than what is in the data.
Sep 9, 2019 at 4:54 history answered Augustine Samuel CC BY-SA 4.0