Ridge and Lasso Regression

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Overview

Content from ISL Chapter study notes. Details coming soon.

Key Concepts

  • Ridge Regression (L2 Penalty)
  • The Lasso (L1 Penalty)
  • Regularization Parameter Selection
  • Bias-Variance Trade-Off in Regularization
  • Ridge Logistic Regression
  • Elastic Net

References

  • James, G., Witten, D., Hastie, T., & Tibshirani, R. (2021). An Introduction to Statistical Learning (2nd ed.). Springer.

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