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A regularization method for regression models that shrinks coefficients towards zero.
2
votes
1
answer
63
views
Notation for predicting $\hatβ$ in ridge regression
I have been reading around ridge regression and have come across two forms of $\hatβ$ in textbooks. Am I correct in believing that $(X^TX+\lambda I)^{-1} X^TY$ is the same as $RSS + \sum_{j=1}^{p} \be …
0
votes
0
answers
36
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What is $\hat\beta^{Lasso}$ in matrix form [duplicate]
We know that $\hat\beta^{ridge}= (X^TX+\lambda.I)^{-1}X^TY$ but I was wondering if there was a similar equation for $\hat\beta^{Lasso}$.