Machine Learning, Statistics, Regression, Ridge Regression, Linear Regression.
J(β0,β1)≈0. For Ridge Regression, we’ll change this formula a little. MSE for Ridge Regression (Image 6) Penalization This extra term, λ(β21), that has been added to the Cost Function for Gradient Descent is called penalization. Here λ is called the penalization factor. If the value for lambda is