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Ridge regression

Ridge regression (also known as Tikhonov regularization, named for Andrey Tikhonov) is a method of estimating the coefficients of multiple-regression models in scenarios where the variables are highly correlated. It has been used in many fields including econometrics, chemistry, and engineering.

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Overview

Determination of the Tikhonov parameter

History

Tikhonov regularization for linear equations

Lavrentyev regularization

Regularization in Hilbert space

Relation to singular-value decomposition and Wiener filter

Bayesian interpretation

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Ridge regression

Nodes90
Edges89
Triples62
Avg. degree1.98
Density0.022222
Components1

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Ridge regression

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related to Further reading · 48
Ridge regression → Accelerate Business Decisions, Applications, Arashi, Automate, Boca Raton, Business Data Science, Cambridge University Press, Combining Machine Learning, CRC Press, Economics, Ehsanes, Flannery, Golam, Gruber, Improving Efficiency, ISBN, John Wiley, Kibria, Kress, Linear Regularization Methods
related to history · 14
Ridge regression → Andrey Tikhonov, Arthur, David, Following Hoerl, Hoerl, It, Kolmogorov, Kriging, Manus Foster, Phillips, Some, The, Tikhonov, Wiener

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Important terminology

displaystyle regularization mathbf tikhonov matrix mathsf solution problem ridge lambda least parameter estimator hat gamma left right regression linear squares

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SubjectPredicateObjectConfidenceSrc
Ridge regressionrelated to Further readingGruber0.60section
Ridge regressionrelated to Further readingMarvin0.60section
Ridge regressionrelated to Further readingImproving Efficiency0.60section
Ridge regressionrelated to Further readingShrinkage0.60section
Ridge regressionrelated to Further readingThe James0.60section
Ridge regressionrelated to Further readingStein0.60section
Ridge regressionrelated to Further readingRidge Regression Estimators0.60section
Ridge regressionrelated to Further readingBoca Raton0.60section
Ridge regressionrelated to Further readingCRC Press0.60section
Ridge regressionrelated to Further readingISBN0.60section
Ridge regressionrelated to Further readingKress0.60section
Ridge regressionrelated to Further readingRainer0.60section

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