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Fractional ridge regression: a fast, interpretable reparameterization of ridge regression
BACKGROUND: Ridge regression is a regularization technique that penalizes the L2-norm of the coefficients in linear regression. One of the challenges of using ridge regression is the need to set a hyperparameter (α) that controls the amount of regularization. Cross-validation is typically used to se...
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| Published in: | Gigascience |
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| Main Authors: | , |
| Format: | Artigo |
| Language: | Inglês |
| Published: |
Oxford University Press
2020
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| Subjects: | |
| Online Access: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7702219/ https://ncbi.nlm.nih.gov/pubmed/33252656 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/gigascience/giaa133 |
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