Ridge regression was introduced to deal with the instability issue of the ordinary least squares estimate due to multicollinearity. It essentially penalizes the least squares loss by applying a rid...

中文翻译：

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岭回归不能进行变量选择吗？

岭回归被引入来处理由于多重共线性导致的普通最小二乘估计的不稳定性问题。它本质上是通过应用 rid 来惩罚最小二乘损失...