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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 …
ILE2091's user avatar
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0 votes
0 answers
36 views

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 $\hat\beta^{Lasso}$.
ILE2091's user avatar
  • 45