Sam Hames

Ready for a holiday.

[2005.03220] Fractional ridge regression: a fast, interpretable reparameterization of ridge regression

https://arxiv.org/abs/2005.03220

Reparametrizes ridge regression, so you can perform your hyperparameter optimisation over a sensible range like 0, 1 instead of +/- infinity. A very nice quality of life improvement to a standard method.

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