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We will explain Ridge, Lasso and a Bayesian interpretation of both.
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[1] Graphing calculator to plot nice charts: www.desmos.com
[2] Refer section 6.2 on "Shrinkage Methods" for mathematical details: hastie.su.domains/ISLR2/ISLRv...
[3] Karush-Kuhn-Tucker conditions for constrained optimization with inequality constraints: en.wikipedia.org/wiki/Karush-...
[4] stat exchange discussions on [3]: stats.stackexchange.com/quest...
[5] Proof of ridge regression: stats.stackexchange.com/quest...
[6] Laplace distribution (or double exponential distribution) used for lasso prior: en.wikipedia.org/wiki/Laplace...
[7] @ritvikmath 's amazing video for the bayesian interpretation of lasso and ridge regression: • Bayesian Linear Regres...
[8] Distinction between Maximum "Likelihood" Estimations and Maximum "A Posteriori" Estimations: agustinus.kristia.de/techblog...
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