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Posted to issues@mahout.apache.org by "Trevor Grant (Jira)" <ji...@apache.org> on 2021/01/21 16:25:00 UTC

[jira] [Assigned] (MAHOUT-2136) Implement Ridge Regression Algorithm

     [ https://issues.apache.org/jira/browse/MAHOUT-2136?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Trevor Grant reassigned MAHOUT-2136:
------------------------------------

    Assignee: Jose Francisco Hernandez Santa Cruz

> Implement Ridge Regression Algorithm
> ------------------------------------
>
>                 Key: MAHOUT-2136
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-2136
>             Project: Mahout
>          Issue Type: Improvement
>            Reporter: Jose Francisco Hernandez Santa Cruz
>            Assignee: Jose Francisco Hernandez Santa Cruz
>            Priority: Minor
>   Original Estimate: 336h
>          Time Spent: 10m
>  Remaining Estimate: 335h 50m
>
> Ridge regression is a regularized approach of the linear regression by OLS method. Non-full rank matrices are allowed as the regularization parameter adds a diagonal matrix to the optimization equation breaking collinearity by adding a bias component, thus reducing standard error.
>  
> https://en.wikipedia.org/wiki/Tikhonov_regularization



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