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### 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 = \...
792 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 ...
35k 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 ...
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### 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 $k$...
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### 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
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### 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 ...
988 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-...
153 views