Ridge Regularization: An Essential Concept in Data Science
103 Citations•2020•
Trevor Hastie
Some of the magic and beauty of ridge that my colleagues and I have encountered over the past 40 years in applied statistics are collected together.
Abstract
Ridge or more formally <i>ℓ</i> <sub>2</sub> regularization shows up in many areas of statistics and machine learning. It is one of those essential devices that any good data scientist needs to master for their craft. In this brief <i>ridge fest</i>, I have collected together some of the magic and beauty of ridge that my colleagues and I have encountered over the past 40 years in applied statistics.