Machine Learning, Data Science.
0.2) Y = 0.2*X1 + 0.19*X2 (shrinkage = 0.1) => Y = [ (0.5*1 + 0.25*0.2 + 0.2*1)*X1 + (0.25*1 + 0.20*0.2 + 0.19*0.1)*X2 ] / (1 + 0.2 + 0.1) = ~ 0.576923*X1 + 0.237692*X2 (“boosted” linear regression, issued from GLM) What distinguishes it from elastic net? It distinguishes itself from elastic net by