If you want to see why Lasso can set parameters to 0 and Ridge can not, check out: kzbin.info/www/bejne/jp6VdJKdiaafbsU Support StatQuest by buying my book The StatQuest Illustrated Guide to Machine Learning or a Study Guide or Merch!!! statquest.org/statquest-store/
@hughsignoriello2 жыл бұрын
Love how you keep these videos introductory and don't go into the heavy math right away to confuse; Love the series!
@statquest2 жыл бұрын
Thank you!
@citypunter14136 жыл бұрын
One of the best explanation of Ridge and Lasso regression I have seen till date... Keep up the good work....Kudos !!!
@statquest6 жыл бұрын
Thanks! :)
@marisa49422 жыл бұрын
I am eternally grateful to you and those videos!! Really saves me time in preparing for exams!!
@statquest2 жыл бұрын
Happy to help!
@admw34366 жыл бұрын
My teacher is 75 years old, explained us Lasso during one hour , without explaining it. But this is a war I can win :), thanks to your efforts.
@statquest6 жыл бұрын
I love it!!! Glad my video is helpful! :) p.s. I got the joke too. Nice! ;)
@ak-ot2wn5 жыл бұрын
Why is this scenario many times the reality? Also, I check StatQuest's vids very often to really understand the things. Thanks @StatQuest
@JeanOfmArc6 ай бұрын
(Possible) Fact: 78% of people who understand statistics and machine learning attribute their comprehension to StatQuest.
@statquest6 ай бұрын
bam! :)
@sethmichael68552 ай бұрын
@@statquest Double Bam !!
@qiaomuzheng58002 жыл бұрын
Hi, I can't thank you enough for explaining the core concepts in such short amount of time. Your videos help a lot! My appreciations are beyond words.
@statquest2 жыл бұрын
Thank you!
@Phobos116 жыл бұрын
Good video, but didn't really explain how LASSO gets to make a variable zero. What's the difference between squaring a term and using the absolute value for that?
@statquest6 жыл бұрын
Intuitively, the closer slope gets to zero, the square of that number becomes insignificant compared to the increase in the sum of the squared error. In other words, the smaller you slope, the square gets asymptotically close to 0 because it can't outweigh the increase in the sum of squared error. In contrast, the absolute value adds a fixed amount to the regularization penalty and can overcome the increase in the sum of squared error.
@statquest6 жыл бұрын
@@theethatanuraksoontorn2517 Maybe this discussion on stack-exchange will clear things up for you: stats.stackexchange.com/questions/151954/sparsity-in-lasso-and-advantage-over-ridge-statistical-learning
@programminginterviewprep18085 жыл бұрын
@@statquest Thanks for reading the comments and responding!
@statquest5 жыл бұрын
@@programminginterviewprep1808 I'm glad to help. :)
@Phobos115 жыл бұрын
@@statquest I didn't reply before, but the answer really helped me a lot, with basic machine learning and now artificial neural networks, thank you very much for the videos and the replies :D
@anuradhadas87954 жыл бұрын
The difference between BAM??? and BAM!!! is hilarious!!
@statquest4 жыл бұрын
:)
@SaiSrikarDabbukottu Жыл бұрын
@@statquestCan you please explain how the irrelevant parameters "shrink"? How does Lasso go to zero when Ridge doesn't?
@statquest Жыл бұрын
@@SaiSrikarDabbukottu I show how it all works in this video: kzbin.info/www/bejne/jp6VdJKdiaafbsU
@patrickwu58374 жыл бұрын
That "Bam???" cracks me up. Thanks for your work!
@statquest4 жыл бұрын
:)
@Jan-oj2gn6 жыл бұрын
This channel is pure gold. This would have saved me hours of internet search... Keep up the good work!
@statquest6 жыл бұрын
Thank you! :)
@Jenna-iu2lx2 жыл бұрын
I am so happy to easily understand these methods after only a few minutes (after spending so many hours studying without really understanding what it was about). Thank you so much, your videos are increadibly helpful! 💯☺
@statquest2 жыл бұрын
Great to hear!
@perrygogas6 жыл бұрын
Some video ideas to better explain the following topics: 1. Monte Carlo experiments 2. Bootstrapping 3. Kernel functions in ML 4. Why ML is black box
@statquest6 жыл бұрын
OK. I'll add those to the to-do list. The more people that ask for them, the more I'll priority they will get.
@perrygogas6 жыл бұрын
@@statquest That is great! keep up the great work!
@gauravms66815 жыл бұрын
@@statquest yes we need it please do plsssssssssssssssssssssssssssssssss plsssssssssssssssssssssssssssssssssssssssssssssss
@InfinitesimallyInfinite5 жыл бұрын
Bootstrapping is explained well in Random Forest video.
@miguelsaravia80865 жыл бұрын
Do it for us... thanks good stuff
@gonzaloferreirovolpi12375 жыл бұрын
Hi man, really LOVE your videos. Right now I'm studying Data Science and Machine Learning and more often than not your videos are the light at the end of the tunnel, sot thanks!
@chrisg09015 жыл бұрын
Don't think your Monty Python reference went unnoticed (Terrific and very helpful video, as always)
@statquest5 жыл бұрын
Thanks so much!!! :)
@ajha1004 жыл бұрын
Oh it absolutely did. And it was much loved!
@takedananda4 жыл бұрын
Came here because I didn't understand it at all when my professor lectured about LASSO in my university course... I have a much better understanding now thank you so much!
@statquest4 жыл бұрын
Awesome!! I'm glad the video was helpful. :)
@clementbourgade24874 жыл бұрын
NOBODY IS GOING TO TALK ABOUT THE EUROPEAN / AFRICAN SWALLOW REFERENCE ????are you all dummies or something ? It made my day. Plus, video on top, congratulation. BAMM !
@statquest4 жыл бұрын
bam!
@markparee995 жыл бұрын
Every time I think your video subject is going to be daunting, I find you explanation dispel that thought pretty quickly. Nice job!
@alexei.domorev2 жыл бұрын
Josh - as always your videos are brilliant in their simplicity! Please keep up your good work!
@statquest2 жыл бұрын
Thanks, will do!
@naomichin53472 жыл бұрын
I am eternally grateful to you. You've helped immensely with my last assessment in uni to finish my bachelors
@statquest2 жыл бұрын
Congratulations!!! I'm glad my videos were helpful! BAM! :)
@ファティン-z2v3 ай бұрын
Very very well-explained video, easy way to gain knowledge on the matters that would otherwise looks complicated and takes long to understand if reading them from textbook, I never used ridge or lasso regression, just stumble upon the terms and got curious, but now I fell like I might have gotten a valuable data analysis knowledge that I potentially use in the future
@statquest3 ай бұрын
Glad it was helpful!
@praiseafrogtoday17 күн бұрын
this man is the heimlers history of statistics
@statquest16 күн бұрын
Thank you!
@terrencesatterfield96103 ай бұрын
Wow. This new understanding just slammed into me. Great job. Thank you.
@statquest3 ай бұрын
Glad it was helpful!
@sanyuktasuman49935 жыл бұрын
Your intro songs reminds me of Pheobe from the TV show "Friends", and the songs are amazing for starting the videos on a good note, cheers!
@statquest5 жыл бұрын
You should really check out the intro song for this StatQuest: kzbin.info/www/bejne/emHIl3t7f9iZftE
@atiqkhan78036 жыл бұрын
This is brilliant. Thanks for making it publicly available
@statquest6 жыл бұрын
You're welcome! :)
@jasonyimc4 жыл бұрын
So easy to understand. And I like the double BAM!!!
@statquest4 жыл бұрын
Thanks!
@xendu-d9v2 жыл бұрын
Great people know subtle differences which is not visible to common eyes love you sir
@statquest2 жыл бұрын
Thanks!
@kitkitmessi2 жыл бұрын
Airspeed of swallow lol. These videos are really helping me a ton, very simply explained and entertaining as well!
@statquest2 жыл бұрын
Glad you like them!
@alecvan71435 жыл бұрын
The beginning songs are always amazing hahaha!!
@statquest5 жыл бұрын
Awesome! :)
@RussianSUPERHERO2 жыл бұрын
I came for the quality content, fell in love with the songs and bam.
@statquest2 жыл бұрын
BAM! :)
@ajha1004 жыл бұрын
I really appreciated the inclusion of swallow airspeed as a variable above and beyond the clear-cut explanation. Thanks Josh. ;-)
@statquest4 жыл бұрын
:)
@petrsomol4 жыл бұрын
Me too!
@praveerparmar81573 жыл бұрын
Just love the way you say 'BAM?'.....a feeling of hope mixed with optimism, anxiety and doubt 😅
@statquest3 жыл бұрын
:)
@joshuamcguire48324 жыл бұрын
a man of his word...very clearly explained!
@statquest4 жыл бұрын
Thank you! :)
@ayush6126 жыл бұрын
Yeahhhh!!! I was the first to express Gratitude to Josh for this awesome video!! Thanks Josh for posting this and man! your channel is growing.. last time, 4 months ago it was 12k. You have the better stats ;)
@statquest6 жыл бұрын
Hooray! Yes, the channel is growing and that is very exciting. It makes me want to work harder to make more videos as quickly as I can. :)
@akashdesarda57876 жыл бұрын
@@statquest please keep on going... You are our saviour
@ryanzhao35025 жыл бұрын
Thx very much. Clear explanation for these similar models. Great video I will conserve forever
@joaocasas4 Жыл бұрын
Me and my friend are studying. When the first BAM came, we fell for laught for about 5min. Then the DOUBLE BAM would cause a catrastofic laughter if we didn't stop it . I want you to be my professor please!
@statquest Жыл бұрын
BAM! :)
@AnaVitoriaRodriguesLima4 жыл бұрын
Thanks for posting, my new favourite youtube channel absolutely !!!!
@statquest4 жыл бұрын
Wow, thanks!
@TeXtersWS5 жыл бұрын
Explained in a very simple yet very effective way! Thank you for your contribution Sir
@statquest5 жыл бұрын
Hooray! I'm glad you like my video. :)
@luispulgar75155 жыл бұрын
Bam! I appreciate the pace of the videos. Thanks for doing this.
@statquest5 жыл бұрын
Thanks! :)
@add6911 Жыл бұрын
Excelent video Josh! Amazing way to explain Statistics Thank you so much! Regards from Querétaro, México
@statquest Жыл бұрын
Muchas gracias! :)
@tymothylim65503 жыл бұрын
Thank you, Josh, for this exciting and educational video! It was really insightful to learn both the superficial difference (i.e. how the coefficients of the predictors are penalized) and the significant difference in terms of application (i.e. some useless predictors may be excluded through Lasso regression)!
@statquest3 жыл бұрын
Double BAM! :)
@hanadiam89102 жыл бұрын
Million BAM for this channel 🎉🎉🎉
@statquest2 жыл бұрын
Thank you!
@hareshsuppiah98994 жыл бұрын
Statquest is like Marshall Eriksen from HIMYM teaching us stats. BAM? Awesome work Josh.
@statquest4 жыл бұрын
Thanks!
@hsinchen44034 жыл бұрын
Thank you so much for the video ! I have watched several your videos and I prefer to watch your video first then see the real math formula. When I did that, the formula became so easier and understandable! For instance, I don't even know what does 'norm' is, but after watching your video then it would be very easy to understand!
@statquest4 жыл бұрын
Awesome! I'm glad the videos are helpful. :)
@mrknarf44384 жыл бұрын
Great video, clear explanation, loved the Swallows reference! Keep it up! :)
@statquest4 жыл бұрын
Awesome, thank you!
@gregnelson81485 жыл бұрын
You have a gift for teaching! Excellent videos!
@statquest5 жыл бұрын
Thanks! :)
@luisakrawczyk83195 жыл бұрын
How do Ridge or Lasso know which variables are useless? Will they not also shrink the parameter of important variables ?
@suriahselvam90665 жыл бұрын
I am also looking for the answer to this. I'm just using my intuition here, but here's what I think. The least important variables have terrible predictive value so the residuals along these dimensions are the highest. If we create a penalty for introducing these variables (especially with a large lambda that outweighs/similar in magnitude to the size of these residuals squared), decrease in coefficient of these "bad predictors" will cause comparatively smaller increase in residuals compared to the decrease in penalty due to the randomness of these predictors. In contrast, the penalty for "good predictors" (which are less random) will cause significant change in residuals as we decrease its coefficients. This would probably mean that these coefficients would have to undergo smaller change to account for the larger increase in residuals. This is why the minimisation will reduce the coefficients of "bad predictors" faster than "good predictors. I take this case would be especially true when cross-validating.
@orilong5 жыл бұрын
if you draw the curves of y=x and y=x^2, you will find the gradient will vanish for y=x^2 near origin point, hence very hard to be decreased to zero if using optimizing approach like SGD.
@siriuss_73 жыл бұрын
Your videos make it so easy to understand. Thank you!
@statquest3 жыл бұрын
Thank you! :)
@flyingdutchmanSimon4 жыл бұрын
Seriously the best videos ever!!
@statquest4 жыл бұрын
Thanks!
@CDALearningHub4 жыл бұрын
Hi Josh, Thanks for clear explanation on regularization techniques. very exciting. God bless for efforts.
@statquest4 жыл бұрын
Glad you enjoyed it!
@corneliusschramm57916 жыл бұрын
Dude you are an absolute lifesaver! keep it up!!!
@statquest6 жыл бұрын
Hooray! I'm glad I could help. :)
@rishabhkumar-qs3jb3 жыл бұрын
Amazing video, explanation is fantastic. I like the song along with the concept :)
@statquest3 жыл бұрын
Bam! :)
@PythonArms Жыл бұрын
Harvard should hire you. Your videos never fail me! Thank you for such great content!
@statquest Жыл бұрын
Thank you very much!!!
@davidmantilla18992 жыл бұрын
Best youtube channel
@statquest2 жыл бұрын
Thank you! :)
@abdulazizalhaidari76657 ай бұрын
Great work, Thank you Josh, I'm trying to connect ideas from different perspectives/angles, Does the lambda here somehow related to Lagrange multiplier ?
@statquest7 ай бұрын
I'm not sure.
@gulmiraleman44872 жыл бұрын
Teşekkürler.
@statquest2 жыл бұрын
Thank you! TRIPLE BAM! :)
@apekshaagrawal66964 жыл бұрын
Thanks for the Video. They make difficult concepts seem really easy..
@statquest4 жыл бұрын
Thank you! :)
@apekshaagrawal66964 жыл бұрын
@@statquest Can u make a similar video for LSTM?
@TheBaam1005 жыл бұрын
Thank you so much for making these videos! Had to hold a presentation about LASSO in university.
@statquest5 жыл бұрын
I hope the presentation went well! :)
@TheBaam1005 жыл бұрын
@@statquest Thx. It did :)
@rezaroshanpour971 Жыл бұрын
Great....please continue to learn other models...thank you so much.
@statquest Жыл бұрын
Thanks!
@stefanomauceri6 жыл бұрын
I prefer the intro where is firmly claimed that StatQuest is bad to the bone. And yes I think this is fundamental.
@statquest6 жыл бұрын
That’s one of my favorite intros too! :)
@statquest6 жыл бұрын
But I think my all time favorite is the one for LDA.
@stefanomauceri6 жыл бұрын
Yes I agree! Together these two could be the StatQuest manifesto summarising what people think about stats!
@statquest6 жыл бұрын
So true!
@whispers1912 жыл бұрын
Thank you once again Josh!
@statquest2 жыл бұрын
bam!
@cloud-tutorials5 жыл бұрын
One more use case of Ridge/Lasso regression is 1) When data points are less 2) High Multicollinearity between variables
@kyoosik6 жыл бұрын
The other day, I had homework to write about Lasso and I struggled.. wish I had seen this video a few days earlier.. Thank you as always!
@privatelabel38394 жыл бұрын
How do you know if a model is overfitting or not? I remember we could use Cross-Validation and compare the training error to the test error. But does it mean it's overfitting if the test error is higher than training?
@statquest4 жыл бұрын
Yes, however, if the test error is only a little worse than training error, it's not a big deal.
@privatelabel38394 жыл бұрын
@@statquest Great. thanks!
@abdullahmoiz81516 жыл бұрын
Brilliant explanation didnt need to check out any other video
@statquest6 жыл бұрын
Thank you!
@abelgeorge495311 ай бұрын
Thank you for clarifying that the Swallow can be African or European
@statquest11 ай бұрын
bam! :)
@emmanueluche32622 жыл бұрын
Wow! so easy to understand this! Thanks very much!
@statquest2 жыл бұрын
Thanks!
@Endocrin-PatientCom5 жыл бұрын
Incredible great explanations of regularization methods, thanks a lot.
@statquest5 жыл бұрын
Thanks! :)
@adwindtf4 жыл бұрын
love your videos.... extremely helpful and cristal clear explained.... but your songs..... let's say you have a very promising career as a statistician... no question
@statquest4 жыл бұрын
;)
@arthurus83743 жыл бұрын
so incredible, so well explained
@statquest3 жыл бұрын
Thanks!
@RenoyZachariah2 жыл бұрын
Amazing explanation. Loved the Monty Python reference :D
@statquest2 жыл бұрын
:)
@longkhuong83826 жыл бұрын
Hooray!!!! excellent video as always Thank you!
@statquest6 жыл бұрын
Hooray, indeed!!!! Glad you like this one! :)
@rakeshk67992 жыл бұрын
Is there a more detailed explanation as to how some feature weights become zero in the case of Lasso, and why that cannot happen in Ridge? Thanks.
@statquest2 жыл бұрын
Yes, see: kzbin.info/www/bejne/jp6VdJKdiaafbsU
@rakeshk67992 жыл бұрын
@@statquest Thanks! I watched the video, but I am still not sure why there is a kink in the case of Lasso. What exactly creates that kink?
@statquest2 жыл бұрын
@@rakeshk6799 The absolute value function.
@lizhihuang33127 ай бұрын
6:29 why these parameters shrink a lot but never reach zero? why it shrink on different propotion? is t hat because of the thing which multiply with them
@statquest7 ай бұрын
Ah! I see you already found the video that shows why these don't go to zero.
@zebralemon Жыл бұрын
I enjoy the content and your jam so much! '~Stat Quest~~'
@statquest Жыл бұрын
Thanks!
@raghavgaur89015 жыл бұрын
Hello Josh,Can you tell at time 3:53 we are using two lines in one graph so can you tell me how does it work because I wasn't able to understand it.
@statquest5 жыл бұрын
All of my regularization videos assume that you understand linear models. The good news is that I have a bunch of videos on this topic. Check out linear models parts 0, 1, 2 and 3 videos: statquest.org/video-index/
@mahajanpower5 жыл бұрын
Hi Josh! I am a big fan of your videos and it is clearly the best way to learn machine learning. I would like to ask you if you will be uploading videos relating to deep learning and NLP as well. If so, that will be awesome. BAM!!!
@statquest5 жыл бұрын
Right now I'm finishing up Support Vector Machines (one more video), then I'll do a series of videos on XGBoost and after that I'll do neural networks and deep learning.
@mahajanpower5 жыл бұрын
StatQuest with Josh Starmer Thanks Josh for the updates. I’ll send you request at Linkedin.
@ainiaini44262 жыл бұрын
Hahaha.. That moment you said BAM??? I laughed out loud 🤣🤣🤣
@statquest2 жыл бұрын
:)
@胡振鹏-w3f6 жыл бұрын
I have one thing that do not understand, if the sample size is small and has to use lasso or regid regression, and determine "lamda" using a cross validation, why not use more sample in the training data set and reduce the size of test set?
@statquest6 жыл бұрын
Usually the sample size is only small relative to the number of parameters you are estimating. For example, you might have 25,000 parameters to estimate, but only 5,000 samples. In this case, you don’t have enough samples to estimate the parameters without using ridge, lasso or elastic-net, so cross validation for lambda is the only way to solve the problem. Does that make sense?
@胡振鹏-w3f6 жыл бұрын
@@statquest I see! then that is much clear to me! Thank you! Like the video a LOT!
@anujsaboo70815 жыл бұрын
Great video, one doubt. Since you say Lasso Regression can exclude useless variables from the model, can it assist for variable(or feature) selection which I currently do in Linear Regression using the p value?
@statquest5 жыл бұрын
Yes! One of the things that Lasso Regression does well is help identify the optimal subset of variables that you should use in your model.
@ninakumagai225 жыл бұрын
My favourite youtuber!
@statquest5 жыл бұрын
Thank you! :)
@johnholbrook14476 жыл бұрын
Fantastic videos - very well explained!
@statquest6 жыл бұрын
Thank you! :)
@pelumiobasa31045 жыл бұрын
this is awesome thank you so much for this u explained it so well . I will recommend this video to every one I know who is interested . I also watched your lasso video and it was just as good thank you
@statquest5 жыл бұрын
Thank you very much! :)
@tiborcamargo57326 жыл бұрын
That Monty Python reference though... good video btw :)
@statquest6 жыл бұрын
Ha! I'm glad you like the video. ;)
@lucianotarsia99853 жыл бұрын
Great video! The topic is really well explained
@statquest3 жыл бұрын
Thank you!
@khanhtruong32545 жыл бұрын
Hi. Your videos are so helpful. I really appreciate you spend time doing them. I have one question related to this video: Is the result of Lasso Regression sensitive to the unit of variables? For example in the model: size of mice = B0 + B1*weight + B2*High Fat Diet + B3*Sign + B4*AirSpeed + epsilon Suppose the original unit of weight in the data is gram. If we divide the weight by 1,000 to get unit in kilogram, is the Lasso Regression different? As I understand, the least square estimated B1-kilogram should be 1,000 times higher than the B1-gram. Therefore, B1-kilogram is more likely to be vanished in Lasso, isn't?
@yilinxie24575 жыл бұрын
Thanks! I finally understand how they shrink parameters!
@amnont8724 Жыл бұрын
Hey Josh, how come that when we increase the lambda - "penalty thing", the useless variables in the complicated example you gave went to 0 in lasso regression, while they didn't in ridge regression? Because the difference between the 2 regressions seems to be only the absolute value vs square (of any of the variables in the complicated equation).
@statquest Жыл бұрын
I'll illustrate the differences between lasso and ridge regression in this video: kzbin.info/www/bejne/jp6VdJKdiaafbsU
@Kabletor6 жыл бұрын
Great videos...thanks for making them. It is clear how squared values differ from absolute values...BUT why, if I apply the same 'lambda' value and the same regression to all 4 parameters (slope, diet difference, astrological offset and airspeed scalar) they should behave differently and only the silly ones disappear (astrological offset and airspeed scalar) in case I use lasso regression ? I hope my question is clear... THANKS !!!!
@statquest6 жыл бұрын
Are you asking why the lasso regression can make silly parameters disappear and ridge regression can only make silly parameters get smaller?
@Kabletor6 жыл бұрын
@@statquest Thanks for the answer...actually no. I think I have that clear. What I'm not able to figure it out is why (regardless of the approach - ridge and lasso) you say that the 'good' parameters 'slope' and 'diet difference' will behave differently than the other two silly ones. For example, in case of the lasso you say that while good parameters will shrink a little bit the silly ones will go all the way to 0....I don't understand why since you are applying the same 'lambda' and absolute value for all 4 parameters... (sorry, probably I've just missed some details...)
@statquest6 жыл бұрын
@@Kabletor That's a good question. Let's go through an example. Imagine we were fitting a regression for weight with two variables: size and astrological sign. Now, just to keep things simple, let's imagine lambda is set to 1. This means that the goal of lasso regression is to minimize the sum of the squared residuals plus the absolute value of the parameter for weight plus the absolute value of the the parameter for astrological sign. Now, let's initialize both parameters to 10. With both parameters starting at 10, we can sum the squared residuals and add 10 for the size parameter and add 10 for the astrological sign parameter. Now we can shrink the parameter for size a little bit, say to 8, calculate the the new sum of squared residuals and add 8 and 10 to that. Is that new total less than the first total we calculated. Since size and weight are correlated, let's just assume that it is not. In this case, we reset the size parameter to 10 and shrink the astrological sign to 8. Now we calculate the new sum of squared residuals plus 10 and 8. Is that new total less than the first total we calculated? Given that astrological sign is not correlated with weight, it probably is. So we leave the parameter for astrological sign at 8. Now we try shrinking the size parameter and again to see if that helps. If not, we reset it to 10. Then we shrink the astrological sign some more and see of that helps. If so, we go with the new value. This process repeats until the parameter for astrological sign is minimized given the constraint that we want to minimize the squared residuals *and* the sum of the parameter values. In this way, we can have one value for lambda, but different amounts of shrinkage for each parameter. Does that make sense?
@Kabletor6 жыл бұрын
@@statquest Wow Josh...not only you are able to create amazing video lessons...you also have extremely valuable answers that clarify all doubts. Your answer makes absolute sense and clarified completely my question. Thank you so much for your time and amazing contributions !
@statquest6 жыл бұрын
@@Kabletor Hooray!!! I'm glad we could clear that up. :)
@pratiknabriya55064 жыл бұрын
A StatQuest a day, keeps Stat fear away!
@statquest4 жыл бұрын
I love it! :)
@DonnyDonowitz225 жыл бұрын
The best explanation ever.
@chadmadding6 жыл бұрын
Always amazing videos.
@statquest6 жыл бұрын
Thank you!
@dominicdill Жыл бұрын
@2:30 you state that the main idea is by starting with a slightly worse fit, ridge regression provided better long term predictions. But isn't this only true when the trained linear model starts off with a larger slope than it should? For instance, if the initial two data points for the linear model without ridge regression were the bottom two points, wouldn't ridge regression result in a worse model? How do you know when your slope is higher than it should be?
@statquest Жыл бұрын
Remember, the goal of lambda is not to give us the optimal fit, but to prevent overfitting. If a positive value for lambda does not improve the situation, then the optimal value for lambda (discovered via cross validation) will be 0, and the line will fit no worse than the Ordinary Least Squares Line.
@SieolaPeter Жыл бұрын
Finally, I found 'The One'!
@statquest Жыл бұрын
:)
@hUiLi89054 жыл бұрын
I have seen some articles mentioning that Ridge Regression is better in handling multicollinearity between variables as compared to Lasso. But i am not sure of the reason why. Since the difference between Lasso and Ridge is just the way it penalized the coefficients.
@Viper36P4 жыл бұрын
Hello! As I understand both concepts, the regression penalty will (always) lead to a reduced slope (or whatever parameter) in order to match the testing data with lower variance. In the previous video on ridge regression it was said that lambda can take values from 0 to +\infty. Now, imagine the training data initially leads to a fit with small parameters (e. g. slope), that underestimates the suitable parameters regarding long term observations. In this case the penalty and therefore further reduction of the parameters result in higher variance instead of lower, doesn`t it? Thanks and Greetings!
@statquest4 жыл бұрын
If regularization does not improve the situation over the original fit, then the regularization parameter will be set to 0 and it will have no effect.
@Viper36P4 жыл бұрын
@@statquest and how, technically, lambda is determined from the testing data?
@statquest4 жыл бұрын
@@Viper36P You test a bunch of values, including 0, with Cross Validation: kzbin.info/www/bejne/nITcpa19rNx1jNk
@pondie53813 жыл бұрын
exactly what I am looking for in the reviews!
@ZinzinsIA2 жыл бұрын
So clear and interesting, many thanks ! But what is the mathematical reason for the L1 norm producing parameters = 0 on the dummy variables while L2 norm can only go to zero asymptotically ?
@statquest2 жыл бұрын
To get a better understanding of the differences between lasso and ridge regression, see: kzbin.info/www/bejne/jp6VdJKdiaafbsU
@ZinzinsIA2 жыл бұрын
@@statquest Ok thanks a lot for your answer and all the amazing work !
@조동민-f6o6 жыл бұрын
I have a question! Does astrological sign and airspeed of swallow mean irreducible error? or Do they have any other meanings?
@statquest6 жыл бұрын
I believe that irreducible error refers to errors in measurement - for example: I have a scale that measures in pounds - so when I weight myself, it tells me how much I weigh in pounds. However, that's not a very precise measurement - and this lack of precision in everything I weigh using this scale, results in errors that won't go away, no matter how many times I weigh myself or anything else. Does this make sense?
@조동민-f6o6 жыл бұрын
Oh! i understood it well. Your lecture is very helpful to me. So, i'm planning to advertise your lecture to all koreans ~ hahaha! Thank you anyways!
@statquest6 жыл бұрын
@@조동민-f6o Awesome! If enough people in Korea watch these videos, maybe one day I can come to Korea and present a StatQuest in person. That would be fun.
@sophie-ev1mr5 жыл бұрын
Thank you so much for these videos you are a literal godsend. You should do a video on weighted least squares!!
@kd14153 жыл бұрын
love the work, i remember reading books about linear regresion, when they spent like 5 pages for these 2 topics but i still have no clue what they really do =))
@statquest3 жыл бұрын
Glad it was helpful!
@kd14153 жыл бұрын
Love the fact that you reply to every single comment here in YT haha