Jose Francisco Hernandez Santa Cruz created MAHOUT-2136:
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Summary: 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
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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