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by rkp8000
694 days ago
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I love that Ridge Regression is introduced in the context of multicollinearity. It seems almost everyone these days learns about it as a regularization technique to prevent overfitting, but one of its fundamental use cases (and indeed its origin I believe) is in balancing weights among highly correlated (or nearly linearly dependent) predictors, which can cause huge problems even if you plenty of data. |
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