Sam Hames

Currently: “So many dependencies.”

Fractional ridge regression: a fast, interpretable reparameterization of ridge regression - PubMed

https://pubmed.ncbi.nlm.nih.gov/33252656/

A different parameterisation of ridge regression. The key thing is it transforms the penalisation factor to lie between 0 and 1, dramatically simplifying hyperparameter searches.

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