Ridge regression (also known as Tikhonov regularization, named for Andrey Tikhonov) is a method of estimating the coefficients of multiple-regression models in scenarios where the variables are highly correlated. It has been used in many fields including econometrics, chemistry, and engineering.
Ridge regression (also known as Tikhonov regularization, named for Andrey Tikhonov) is a method of estimating the coefficients of multiple-regression models in scenarios where the variables are highly correlated. It has been used in many fields including econometrics, chemistry, and engineering.
Source: Wikipedia "Ridge regression" · CC BY-SA 4.0
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