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A regularization method for regression models that shrinks coefficients towards zero.

1 vote
1 answer
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Newton's method for Bernouilli likelihood with ridge penalty

I am trying to derive the gradient and hessian of logistic regression with ridge penalty. The log-likelihood should be (correct me if I am wrong): $$\sum_{i=0}^n\Big(\log{(P_i^{y_i}(1-P_i)^{1-y_i}- \l …
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