论文标题

山脊正则化:数据科学的重要概念

Ridge Regularization: an Essential Concept in Data Science

论文作者

Hastie, Trevor

论文摘要

山脊或更高的正式$ \ ell_2 $正则化在许多统计和机器学习领域都显示出来。这是任何优秀的数据科学家都需要掌握其工艺的基本设备之一。在这个简短的山脊节中,我收集了我和我的同事在过去40年中遇到的山脊的一些魔术和美丽。

Ridge or more formally $\ell_2$ regularization shows up in many areas of statistics and machine learning. It is one of those essential devices that any good data scientist needs to master for their craft. In this brief ridge fest I have collected together some of the magic and beauty of ridge that my colleagues and I have encountered over the past 40 years in applied statistics.

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