Sentences with phrase «ridge regression»

Ridge regression is a statistical technique used to analyze and predict data by minimizing the effects of large or extreme values. It adds a "shrinkage" term to the traditional regression equation, which helps prevent overfitting and makes the predictions more reliable by reducing the impact of outliers. Full definition
Part of Eric's post is spent on the choice to use individual ridge regression (iRidge) instead of TTLS for our main results.
One could just as easily infill the missing portion of the selected PCs using ridge regression as TTLS, though some modifications would need to be made to extract modeled estimates for ridge.
But it's still only a peek at the subject — I hope that it at least gives a little perspective on what ridge regression is and why it's used.
Of the two algorithms — TTLS and ridge — only ridge regression incorporates an automatic check to ensure against collinearity of predictors.
Second, in their main reconstruction, O'Donnell et al. choose to use a routine from Tapio Schneider's «RegEM» code known as «iridge» (individual ridge regression).
Eric questioned the choice of the truncation parameter, and we presented the work Nic and Jeff had done (using ridge regression, direct RLS with no infilling, and the nearest - station reconstructions) that all gave nearly identical results.
The implementation of the regularized EM algorithm is modular, so that the modules that perform he regularized estimation of regression parameters (e.g., ridge regression and generalized cross-validation) can be exchanged for other regularization methods and other methods of determiningca regularization parameter.
The modules here provide truncated total least squares (with fixed truncation parameter) and ridge regression with generalized cross-validation as regularized estimation methods.
Since the subject of «ridge regression» came up in discussions on RealClimate recently, I thought I'd give a very brief description of what the heck it is.
[the «most likely» results were the ridge regression results] While the written text does acknowledge that the rate of warming in West Antarctica is probably greater than shown, it is the figures that provide the main visual «take home message» that most readers will come away with.
So Eric recommends that we replace our TTLS results with the ridge regression ones (which required a major rewrite of both the paper and the SI) and then agrees with us that the iRidge results are likely to be better... and promptly attempts to turn his own recommendation against us.
But when, as with the Antarctica weather station data we used, there is not only a lot of missing data and «noise» but also greatly time - varying patterns of missingness (which stations have data missing), ridge regression (both mridge and iridge) can be expected to, and does, perform significantly better than TTLS.
[these were the ridge regression results] While the written text does acknowledge that the rate of warming in West Antarctica is probably greater than shown, it is the figures that provide the main visual «take home message» that most readers will come away with.
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