Hello everyone,
I have just recognized that when using ridge regression without an
intercept no normalization is performed even if the argument "normalize"
is set to True. Though it is, of course, no problem to manually
normalize the input matrix X I have become curious if there was a
special reason to not normalize the data, e.g. the columns of X scaled
(but not centered to have mean zero) to have unit norm such that their
lengths do not affect the outcome.
Thanks in advance!
Emre
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