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gptkbp:instanceOf
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gptkb:Regression_Method
gptkb:Statistical_Technique
gptkb:Machine_Learning_Algorithm
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gptkbp:alsoKnownAs
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Tikhonov Regularization
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gptkbp:appliesTo
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gptkb:Linear_Regression
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gptkbp:category
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Supervised Learning
Linear Models
Regularization Methods
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gptkbp:contrastsWith
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gptkb:Elastic_Net
gptkb:Ordinary_Least_Squares
gptkb:Lasso_Regression
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gptkbp:feature
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Does Not Set Coefficients Exactly to Zero
Handles Many Predictors
Improves Prediction Accuracy
Sensitive to Scaling of Predictors
Shrinks Coefficient Estimates
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gptkbp:form
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(X^T X + λI)^{-1} X^T y
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gptkbp:implementedIn
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gptkb:SAS
gptkb:MATLAB
gptkb:Stata
gptkb:scikit-learn
R
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gptkbp:improves
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Bias of Estimates
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gptkbp:introduced
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gptkb:Andrey_Tikhonov
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gptkbp:introducedIn
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1943
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gptkbp:parameterSelectionMethod
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Cross-Validation
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gptkbp:penaltyTerm
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Lambda times Sum of Squared Coefficients
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gptkbp:reduces
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Sum of Squared Residuals plus L2 Penalty
Variance of Estimates
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gptkbp:regularizationType
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L2 Regularization
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gptkbp:relatedTo
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gptkb:Elastic_Net
gptkb:Ordinary_Least_Squares
gptkb:Lasso_Regression
Principal Component Regression
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gptkbp:requires
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Selection of Regularization Parameter
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gptkbp:solvedBy
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Analytical Solution
Closed Form Solution
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gptkbp:usedFor
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gptkb:Regression_Analysis
Overfitting Reduction
Multicollinearity Handling
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gptkbp:usedIn
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gptkb:Machine_Learning
Finance
Statistics
Genomics
Econometrics
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gptkbp:bfsParent
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gptkb:Regression_Models
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gptkbp:bfsLayer
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7
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https://www.w3.org/2000/01/rdf-schema#label
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Ridge Regression
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