Search Results for author: Jonathan Lomond

Found 1 papers, 1 papers with code

Optimal ridge penalty for real-world high-dimensional data can be zero or negative due to the implicit ridge regularization

1 code implementation28 May 2018 Dmitry Kobak, Jonathan Lomond, Benoit Sanchez

We use a spiked covariance model as an analytically tractable example and prove that the optimal ridge penalty in this case is negative when $n\ll p$.

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