Thread: Question 10
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  #9  
Old 03-13-2013, 04:00 AM
SeanV SeanV is offline
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Join Date: Jan 2013
Posts: 8
Default Re: Question 10

Regularised Linear regression is called ridge regression in the stats literature

you can just use whatever code you use to do linear least squares by adding dummy data( see data augmentation) in link below
http://www-stat.stanford.edu/~owen/c...larization.pdf

no need for quadratic programming / stoch descent etc
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