What is ridge regression?
Ridge Regression is a kind of method of linear regression.
What is formula?
Given a input x and output y, you should estimate parameters w and b to calculate ypred to fit y.
It means:
ypred is estimated values by calculating by parameters w and b with input x.
To fit the y by ypred, we should reduce the error between them
Define:
When λ=0, ridge regression will degrade to linear regression function.
Notice: λ ∈[0,∞)
Why should use Ridge Regression?
Ridge Regression can avoid over-fitting problem when training model.
How to set λ value?
We can set it to 0.001 as common, it will be different in different models, it should be set by experiments.
How to estiment w and b?
They can be estimated by SGD algorithm.