Ridge Regression Is Just a Diagonal
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YouTubeDataMListic
Ridge Regression Is Just a Diagonal
Ordinary least squares has a clean closed form, but when two features are almost identical the XᵀX matrix turns nearly singular, its determinant collapses, and inverting it sends the coefficients flying off. Ridge regression fixes it with one tiny edit: add lambda times the identity before inverting, a small constant running straight down the ...
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