Ridge and Lasso Regression
Ridge and Lasso regression are two powerful techniques used to enhance the performance of linear regression models through what’s called regularization. Regularization helps prevent overfitting by adding a penalty term to the loss function, which discourages overly complex models. We’ll discuss this in more detail later on.
In this recipe we will learn about the fundamentals of these two powerful regression techniques, how they differ from standard linear regression, and how to implement and compare these models using scikit-learn.
Getting ready
In order to implement Ridge and Lasso regression, we'll use the Ridge and Lasso classes from the sklearn.linear_model
module. These classes are similar to LinearRegression()
, but they include an additional parameter called alpha, which controls the strength of the regularization. We can use the same dataset created in the Introduction to Linear Models section Ito demonstrate the implementation of...