Monday, October 18, 2004
dear David,
for the bank data set, it seems that ridge regression doesn't help a lot. If we choose the model within one standard error of the best, lambda=0. I am not sure whether I did sth. wrong. --B.J.
The one standard error rule is just heuristic so it could screw up. You could just take value of lambda that gives the best average performance instead. D.
for the bank data set, it seems that ridge regression doesn't help a lot. If we choose the model within one standard error of the best, lambda=0. I am not sure whether I did sth. wrong. --B.J.
The one standard error rule is just heuristic so it could screw up. You could just take value of lambda that gives the best average performance instead. D.
