Ridge penalized GLMs using row augmentation?
Posted by Snowflake, at stats.stackexchange.com,
I've read that ridge regression could be achieved by simply adding rows of data to the original data matrix, where each row is…
I've read that ridge regression could be achieved by simply adding rows of data to the original data matrix, where each row is…
From what I know, using lasso for variable selection handles the problem of correlated inputs. Also, since it is equivalent to…