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runner authored and runner committed Oct 11, 2023
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Expand Up @@ -41,7 +41,8 @@ Now, instead of completely "deleting" certain predictors from a model (which is

Penalized estimation is a commonly used ***regularization*** technique. **Regularization is a general term used when one tries to battle overfitting.**

Two commonly-used models that use penalized estimation are ***ridge regression*** and ***lasso regression***. While linear regression has been in use since the 1800s, ridge regression was proposed in 1970 ([journal article here](https://web.archive.org/web/20180413003503id_/http://math.arizona.edu:80/~hzhang/math574m/Read/Ridge.pdf)) and lasso regression in 1996 ([journal article here](https://biostat.app.vumc.org/wiki/pub/Main/MSJournalClub/lasso.pdf)).
Two commonly-used models that use penalized estimation are ***ridge regression*** and ***lasso regression***. While linear regression has been in use since the 1800s, ridge regression was proposed in 1970 by Hoerl and Kennard and lasso regression in 1996 by Tibshirani.


## Ridge Regression

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