Data Science, Regularization, Machine Learning, Editors Pick, Hands On Tutorials.
can see the error starts off very high for the starting value of lambda = 0.01, but then it stabilizes right around 2.5. So, for Ridge Regression, a lambda of 2.5 would be the optimal value, since the error increases slightly after that. As for Lasso, there’s a bit more variation. Zooming in to get