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

["ASF GitHub Bot (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MAHOUT-2136?focusedWorklogId=539166&page=com.atlassian.jira.plugin.system.issuetabpanels:worklog-tabpanel#worklog-539166 ]

ASF GitHub Bot logged work on MAHOUT-2136:
------------------------------------------

                Author: ASF GitHub Bot
            Created on: 21/Jan/21 16:24
            Start Date: 21/Jan/21 16:24
    Worklog Time Spent: 10m 
      Work Description: josehernandezsc opened a new pull request #413:
URL: https://github.com/apache/mahout/pull/413


   ### Purpose of PR:
   Mahout contribution: Implementation of Ridge Regression Algorithm by using closed form method.
   
   
   ### Important ToDos
   Please mark each with an "x"
   - [X] A JIRA ticket exists (if not, please create this first)[https://issues.apache.org/jira/browse/mahout/]
   - [X] Title of PR is "MAHOUT-XXXX Brief Description of Changes" where XXXX is the JIRA number.
   - [X] Created unit tests where appropriate
   - [X] Added licenses correct on newly added files
   - [ ] Assigned JIRA to self
   - [ ] Added documentation in scala docs/java docs, and to website
   - [X] Successfully built and ran all unit tests, verified that all tests pass locally.
   
   If all of these things aren't complete, but you still feel it is
   appropriate to open a PR, please add [WIP] after MAHOUT-XXXX before the
   descriptions- e.g. "MAHOUT-XXXX [WIP] Description of Change"
   
   Does this change break earlier versions?
   No
   
   Is this the beginning of a larger project for which a feature branch should be made?
   No


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Issue Time Tracking
-------------------

            Worklog Id:     (was: 539166)
    Remaining Estimate: 335h 50m  (was: 336h)
            Time Spent: 10m

> 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
>            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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