Ridge regression

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Revision as of 18:49, 15 April 2024 by Rice (talk | contribs) (Created page with "'''Ridge regression''' is a regression model with an additional term called the ''regularizer''. The motive for this model is to discourage overfitting. It is similar to Regularization, except it more heavily punishes complex models. = Regularizer = The '''regularizer''' <math>\lambda</math> is an additional term to the loss function that penalizes higher order terms. <math>\lambda \sum \left| w_j^2 \right|</math>")
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Ridge regression is a regression model with an additional term called the regularizer. The motive for this model is to discourage overfitting. It is similar to Regularization, except it more heavily punishes complex models.

Regularizer

The regularizer is an additional term to the loss function that penalizes higher order terms.