Understanding Penalized Regression
Let's dive into the details surrounding Penalized Regression. by Patrick Crutchley, World Well-Being Project Penn Positive Psychology Center.
Key Takeaways about Penalized Regression
- The intuition behind
- Lasso
- This lecture provides the theoretical background of
- People often ask why Lasso
- Chapters: 0:00 Road map 1:19 Motivation: why do we need regularization? 7:04 What is norm? L1 and L2 norm. 11:09 ...
Detailed Analysis of Penalized Regression
Ridge Lecture 8 from my Applied Metrics PhD Course. Materials here: https://github.com/paulgp/applied-methods-phd/tree/main/lectures ... Handle skewness Ridge
Elastic-Net
That wraps up our extensive overview of Penalized Regression.