Machine Learning, Linear Regression, Data Science, Artificial Intelligence.
x)) return np.linalg.inv(x.T@x + reg_lambda*np.eye(x.shape[1]))@x.T@y Ridge regularization effect Ridge penalizes large weights, pushing them asymptotically towards zero, but not disabling them as you can see in Figure 6. In this scenario, the variance is reduced and highly correlated variables