Ridge regression

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 Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda} is an additional term to the loss function that penalizes higher order terms.

Failed to parse (SVG (MathML can be enabled via browser plugin): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \lambda \sum \left| w_j^2 \right|}