In comparing ridge regression to least squares, which of the following statement

Question

In comparing ridge regression to least squares, which of the following statements is true. Justify your answer. (a) Ridge regression is more flexible and hence will give improved prediction accuracy when its increase in bias is less than its decrease in variance. (b) Ridge regression is more flexible and hence will give improved prediction accuracy when its increase in variance is less than its decrease in bias. (c) Ridge regression is less flexible and hence will give improved prediction accuracy when its increase in bias is less than its decrease in variance. (d) Ridge regression is less flexible and hence will give improved prediction accuracy when its increase in variance is less than its decrease in bias.

Explanation / Answer

Solution: -

option C) Ridge regression is Less flexible and hence will give improved prediction accuracy when its increase in bias is less than its decrease in variance.

Related Questions

Navigate

• Browse (All)
• Browse I
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.