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https://issues.apache.org/jira/browse/MAHOUT-2136?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Trevor Grant resolved MAHOUT-2136.
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Resolution: Fixed
> 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: 2h
> Remaining Estimate: 334h
>
> 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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