# Linked Questions

2answers
36k views

### What is ridge regression? [duplicate]

I just need a simple explanation of what exactly ridge regression is so I can have a decent intuitive understanding of it. I understand it's about applying some sort of penalty to the regression ...
1answer
61 views

### Why is L2 regression good for handling multicollinearity? [duplicate]

Looking for an intuitive explanation, thanks.
0answers
30 views

### Ridge regression is similar to Linear regression [duplicate]

I can not see any difference between Ridge Regression and Linear Regression MY understanding, The point of ridge Regression is based on the training data we find the best line that fits training ...
0answers
28 views

### Ridge regression algorithm [duplicate]

Could someone explain how ridge regression algorithm works, step by step? Without focusing too much on formulas but rather how the mechanism works.
3answers
7k views

### Why does ridge estimate become better than OLS by adding a constant to the diagonal?

I understand that the ridge regression estimate is the $\beta$ that minimizes residual sum of square and a penalty on the size of $\beta$ \beta_\mathrm{ridge} = (\lambda I_D + X'X)^{-1}X'y = \...
2answers
837 views

### The limit of “unit-variance” ridge regression estimator when $\lambda\to\infty$

Consider ridge regression with an additional constraint requiring that $\hat{\mathbf y}$ has unit sum of squares (equivalently, unit variance); if needed, one can assume that $\mathbf y$ has unit sum ...
3answers
7k views

### Can there be multiple local optimum solutions when we solve a linear regression?

I read this statement on one old true/false exam: We can get multiple local optimum solutions if we solve a linear regression problem by minimizing the sum of squared errors using gradient ...
3answers
1k views

### Can I use lasso when it is not a high dimensional setting?

I have 500 observations and 200 predictors, and I want to do the prediction while selecting some important features. I know that regularisation method (ridge, lasso) are shrinkage method for high-...
1answer
4k views

### Is Bayesian Ridge Regression another name of Bayesian Linear Regression?

I searched about Bayesian Ridge Regression on Internet but most of the result i became is about Bayesian Linear Regression. I wonder if it's both the same things because the formula look quite similar
2answers
1k views

### Bias / variance tradeoff math

I understand the matter in the underfitting / overfitting terms but I still struggle to grasp the exact math behind it. I've checked several sources (here, here, here, here and here) but I still don't ...
1answer
2k views

### Phoney data and ridge regression are the same?

I've read that ridge regression could be achieved by simply adding rows of data to the original data matrix, where each row is constructed using 0 for the dependent variables and the square root of $k$...
0answers
543 views

### How exactly does ridge regression helps in the case of multicollinearity?

I understand the reasoning behind ridge regression: we include some bias in the model in order to reduce the variance of the regression coefficients. My question is, why would we want to do that? ...
0answers
175 views