Scribd
Upload
40 views5 pages

Lasso & Ridge Regression

For machine learning student algorithm

Uploaded by

Kk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
40 views5 pages

Lasso & Ridge Regression

For machine learning student algorithm

Uploaded by

Kk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 5

What are the different types of regression ?

Explain Ridge regression


and Lasso regression.

Regression in Machine Learning:

In Machine Learning, regression refers to a type of supervised learning algorithm used to


predict continuous numeric values based on input features (independent variables). The goal
of regression in ML is to find a mapping function that can predict the dependent variable
(target) as accurately as possible, given the input data.

Regression models are trained on labeled data, where the relationships between features
and the target variable are learned, allowing the model to make predictions on new, unseen
data.

Key Types of Regression in ML:

1. Linear Regression
2. Logistic Regression (for classification tasks)
3. Ridge Regression
4. Lasso Regression
5. Polynomial Regression
6. Elastic Net Regression
7. Support Vector Regression (SVR)
8. Decision Tree Regression
9. Random Forest Regression
10. Gradient Boosting Regression
11. Bayesian Linear Regression
12. Quantile Regression
13. Poisson Regression
14. Theil-Sen Estimator
15. Stepwise Regression
In ML, regression models are applied in various fields such as finance, healthcare,
marketing, and more, where the goal is to predict continuous outcomes like prices,
temperatures, or stock market trends.
Ridge regression
Ridge regression is a linear regression technique with L2 regularization that helps prevent
overfitting by adding a penalty to the size of the model's coefficients. This penalty shrinks
coefficients, making the model simpler and improving its ability to generalize to new data.

How Ridge Regression Works

Ridge regression adds a regularization term to the OLS cost function, penalizing large
coefficients to reduce their magnitude and prevent overfitting.

The value of λ can be selected using techniques like cross-validation, which helps in
finding the best tradeoff between bias and variance.
Key Features:

1. Prevents Overfitting: Simplifies the model by regularizing coefficients.


2. Handles Multicollinearity: Stabilizes coefficients in correlated data.
3. Improved Generalization: Helps the model perform better on unseen data.
4. Retains All Features: Shrinks coefficients without eliminating features.

Use Cases:

● High-Dimensional Data: Works well when there are more features than
observations.
● Multicollinearity: Effective for highly correlated predictors.
● Generalization: Useful when generalization is more important than perfect fitting.
Lasso Regression

Lasso regression (Least Absolute Shrinkage and Selection Operator) is another type of
linear regression that also includes regularization, but it uses L1 regularization instead of
L2. The key feature of Lasso is that it forces some of the coefficients to become exactly zero,
thus performing automatic feature selection.

How Lasso Regression Works

Key Features of Lasso Regression

1. Feature Selection: Lasso can set some coefficients to zero, removing irrelevant
features.
2. Prevents Overfitting: Regularization helps avoid overfitting.
3. Improved Generalization: Simplifies the model, enhancing generalization.
Use Cases

1. High-Dimensional Data: Ideal for models with many features, enabling automatic
feature selection.
2. Sparse Models: Suitable for creating models with only the most relevant features.

Lasso vs. Ridge

● Lasso (L1 regularization) can eliminate features entirely (i.e., set coefficients to
zero), which is useful when some features are not important.
● Ridge (L2 regularization) only shrinks coefficients but does not eliminate any
features, making it useful when all features are potentially relevant.

You might also like