Abstract It is very interesting to learn the history of ridge analysis/ridge regression as well as stories of its inventors from Professor Hoerl’s article. The overview article has covered many important aspects of ridge regression, regularization more generally, and their modern applications. Ridge has indeed become an essential concept in data science. My comments will focus on two new results related to ridge regularization: response guided principal component regression and leave-one-out analysis in kernel machines. The rst is motivated by the invariance property of ridge regression, and the second is a generalization of the leave-one-out analysis for ridge regression.

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评论：岭回归——50 年后仍然鼓舞人心

摘要 从Hoerl 教授的文章中了解岭分析/岭回归的历史及其发明者的故事非常有趣。概述文章涵盖了岭回归、更一般的正则化及其现代应用的许多重要方面。Ridge 确实已成为数据科学中的一个基本概念。我的评论将集中在与岭正则化相关的两个新结果上：响应引导的主成分回归和内核机器中的留一法分析。第一个受到岭回归不变性的启发，第二个是岭回归的留一法分析的推广。