Ridge와 Lasso, 그리고 베이지안 해석

선형회귀 모델에서 과적화를 막기 위해 인위적으로 도입하는 정규화, 베이지안으로 해석하면 Maximum a Posteriori

Kang Gyeonghun

2020-04-07

Intro to Statistical Learning

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References

Pattern Recognition and Machine Learning, Bishop, 2006
Introduction to Statistical Learning, James et al, 2013

I study statistics, machine learning, data science or whatever that concerns making inference on infinitie dimension from a limited sample in fintie dimension. This blog is an archive of my journey of study.