{"id":470,"date":"2013-09-26T22:52:19","date_gmt":"2013-09-27T02:52:19","guid":{"rendered":"http:\/\/zhanxw.com\/blog\/?p=470"},"modified":"2013-09-26T22:55:49","modified_gmt":"2013-09-27T02:55:49","slug":"ridge-regression","status":"publish","type":"post","link":"https:\/\/zhanxw.com\/blog\/2013\/09\/ridge-regression\/","title":{"rendered":"Ridge regression"},"content":{"rendered":"<p>Ridge regression \u76f8\u5173\u7684\u8d44\u6599<\/p>\n<p>\u4ee5\u524d\u5b66Ridge regression\uff0c\u5927\u6982\u8bb0\u4f4f\u4e86\u5982\u4f55\u6c42\u56de\u5f52\u7cfb\u6570 [latex]\\beta^{ridge}[\/latex]\uff0c\u4f46\u6709\u4e9b\u7ec6\u8282\u4e0d\u4e86\u89e3\u3002\u6211\u627e\u5230\u4e0b\u9762\u4e24\u4e2aslide\u611f\u89c9\u53c8\u5b66\u5230\u4e86\u65b0\u4e1c\u897f\u3002<\/p>\n<p>&nbsp;<\/p>\n<p>\u7b2c\u4e00\u4e2a\u8bb2\u4e49 \u3010<a href=\"http:\/\/www.stat.cmu.edu\/~ryantibs\/datamining\/lectures\/16-modr1.pdf\" target=\"_blank\">Link<\/a>\u00a0or\u00a0<a href=\"http:\/\/zhanxw.com\/blog\/wp-content\/uploads\/2013\/09\/16-modr1.pdf\">RidgeRegression &#8211; Ryan Tibshirani<\/a>\u3011<\/p>\n<p>http:\/\/www.stat.cmu.edu\/~ryantibs\/datamining\/lectures\/16-modr1.pdf<\/p>\n<p>Slide 6\uff1aShrink\u4e4b\u540e\u7684\u56de\u5f52\u7cfb\u6570\u770b\u8d77\u6765\u4ec0\u4e48\u6837\uff1f<\/p>\n<p>Slide 7\uff1a\u4e3a\u4ec0\u4e48\u8981center\u548cnormalize predictors\uff1f<\/p>\n<p>Slide 13\uff1a\u5f53\u771f\u6b63\u7684\u56de\u5f52\u7cfb\u6570\u5f88\u5927\u7684\u65f6\u5019\uff0cRidge regression\u8fd8\u6709\u597d\u7684\u8868\u73b0\u4e48\uff1f\u6216\u8005\u8bf4\u5f53true coefficient\u5f88\u5927\u7684\u65f6\u5019\uff0c\u5e94\u8be5\u5411\u4ec0\u4e48\u65b9\u5411\u8c03\u6574[latex]\\lambda[\/latex]\u53ef\u4ee5\u51cf\u5c11prediction error\uff1f<\/p>\n<p>&nbsp;<\/p>\n<p>\u7b2c\u4e8c\u4e2a\u8bb2\u4e49 \u3010<a href=\"http:\/\/www-stat.stanford.edu\/~owen\/courses\/305\/Rudyregularization.pdf\" target=\"_blank\">Link<\/a>\u00a0or\u00a0<a href=\"http:\/\/zhanxw.com\/blog\/wp-content\/uploads\/2013\/09\/Rudyregularization.pdf\">RidgeRegression-Rudyregularization<\/a>\u3011<\/p>\n<p>http:\/\/www-stat.stanford.edu\/~owen\/courses\/305\/Rudyregularization.pdf<\/p>\n<p>Slide 17\uff1aRidge regression\u7684\u56de\u5f52\u7cfb\u6570\u7684bias\u5177\u4f53\u662f\u591a\u5c11\uff1f<\/p>\n<p>Slide 23-24\uff1aRidge regression\u548cPrincipal component analysis \uff08PCA\uff09\u7684\u5173\u7cfb\u662f\u4ec0\u4e48\uff1f<\/p>\n<p>Slide 37\uff1a\u9009\u62e9Ridge regression\u7684tuning parameter\u65f6\u4e00\u822c\u7528cross validation\u3002\u5982\u679c\u7528GCV\uff08Generalized cross validation\uff09\u7684\u8bdd\uff0c\u53ef\u4ee5\u6709close form.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Ridge regression \u76f8\u5173\u7684\u8d44\u6599 \u4ee5\u524d\u5b66Ridge regression\uff0c\u5927\u6982\u8bb0\u4f4f\u4e86\u5982\u4f55\u6c42\u56de\u5f52\u7cfb\u6570 [latex]\\beta^{ridge}[\/latex]\uff0c\u4f46\u6709\u4e9b\u7ec6\u8282\u4e0d\u4e86\u89e3\u3002\u6211\u627e\u5230\u4e0b\u9762\u4e24\u4e2aslide\u611f\u89c9\u53c8\u5b66\u5230\u4e86\u65b0\u4e1c\u897f\u3002 &nbsp; \u7b2c\u4e00\u4e2a\u8bb2\u4e49 \u3010Link\u00a0or\u00a0RidgeRegression &#8211; Ryan Tibshirani\u3011 http:\/\/www.stat.cmu.edu\/~ryantibs\/datamining\/lectures\/16-modr1.pdf Slide 6\uff1aShrink\u4e4b\u540e\u7684\u56de\u5f52\u7cfb\u6570\u770b\u8d77\u6765\u4ec0\u4e48\u6837\uff1f Slide 7\uff1a\u4e3a\u4ec0\u4e48\u8981center\u548cnormalize predictors\uff1f Slide 13\uff1a\u5f53\u771f\u6b63\u7684\u56de\u5f52\u7cfb\u6570\u5f88\u5927\u7684\u65f6\u5019\uff0cRidge regression\u8fd8\u6709\u597d\u7684\u8868\u73b0\u4e48\uff1f\u6216\u8005\u8bf4\u5f53true coefficient\u5f88\u5927\u7684\u65f6\u5019\uff0c\u5e94\u8be5\u5411\u4ec0\u4e48\u65b9\u5411\u8c03\u6574[latex]\\lambda[\/latex]\u53ef\u4ee5\u51cf\u5c11prediction error\uff1f &nbsp; \u7b2c\u4e8c\u4e2a\u8bb2\u4e49 \u3010Link\u00a0or\u00a0RidgeRegression-Rudyregularization\u3011 http:\/\/www-stat.stanford.edu\/~owen\/courses\/305\/Rudyregularization.pdf Slide 17\uff1aRidge regression\u7684\u56de\u5f52\u7cfb\u6570\u7684bias\u5177\u4f53\u662f\u591a\u5c11\uff1f Slide 23-24\uff1aRidge regression\u548cPrincipal component analysis \uff08PCA\uff09\u7684\u5173\u7cfb\u662f\u4ec0\u4e48\uff1f Slide 37\uff1a\u9009\u62e9Ridge regression\u7684tuning parameter\u65f6\u4e00\u822c\u7528cross validation\u3002\u5982\u679c\u7528GCV\uff08Generalized cross validation\uff09\u7684\u8bdd\uff0c\u53ef\u4ee5\u6709close form.<\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[15],"tags":[21,123,19],"class_list":["post-470","post","type-post","status-publish","format-standard","hentry","category-statistics","tag-regression","tag-ridge","tag-statistics-2"],"_links":{"self":[{"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/posts\/470","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/users\/2"}],"replies":[{"embeddable":true,"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/comments?post=470"}],"version-history":[{"count":0,"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/posts\/470\/revisions"}],"wp:attachment":[{"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/media?parent=470"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/categories?post=470"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/zhanxw.com\/blog\/wp-json\/wp\/v2\/tags?post=470"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}