this page collects the closed-form solutions to regularised regression (where they exist) and the iterative approximations we fall back on (where they don’t). 𐃏 along the way we will see that regularisation is not an ad-hoc hack but a perfectly sensible artefact of estimation: it drops straight out of MAP (maximum a posteriori) inference once you put a prior on the coefficients.
Shrinkage
Backlinks (2)
1. Wiki /wiki/
Knowledge is a paradox. The more one understand, the more one realises the vastness of his ignorance.