All you need to know about the Ridge and the Lasso regression methods

Dear all, the following article, see https://arxiv.org/abs/1509.09169,

contains a set of excellent lectures about the Ridge and the Lasso regression methods, including the calculation of various expectation values and much more. Recommended.

Many of the details omitted in the text of Hastie et al (and other texts as well) can be found here. 

Best wishes to you all,

Morten

Publisert 5. sep. 2018 10:55 - Sist endret 5. sep. 2018 10:55