This is showing that the quality and value of a video is not depending on how fancy the animations are, but how expert and pedagogue the speaker is. Really brilliant! I assume you spent a lot of time designing that course, so thank you for this!

@ritvikmath

3 жыл бұрын

Wow, thanks!

@backstroke0810

2 жыл бұрын

Totally agree. I learn a lot from his short videos. Precise, concise, enough math, enough ludic examples. True professor mind.

"Now that we understand the REASON we're doing this, let's get into the math." The world would be a better place if more abstract math concepts were approached this way, thank you.

@garbour456

2 жыл бұрын

good point

This is the best explanation of Ridge regression that I have ever heard! Fantastic! Hats off!

I was searching for ridge regression on the whole internet and stumbled upon this is a video which is by far the best explanation you can find anywhere thanks.

This really helps me! Definitely the best ridge and lasso regression explanation videos on KZread. Thanks for sharing! :D

This is awesome! Lots of machine learning books or online courses don't bother explaining the reason behind Ridge regression, you helped me a lot by pulling out the algebraic and linear algebra proofs to show the reason WHY IT IS THIS! Thanks!

Watched these 5 years ago to understand the concept and I passed an exam. Coming back to it now to refresh my memory, still very well explained!

@ritvikmath

3 жыл бұрын

Nice! Happy to help!

Brilliant! Just found your channel and can't wait to watch them all!!!

It's so inspiring to see how you get rid of the c^2! I learned Ridge but didn't know why! Thank you for making this video!

Thank you soooo much!!! You explain everything so clear!! and there is no way I couldn't understand!

I subscribed just after watching this. Great foundation for ML basics

This really helped a lot. A big thanks to you Ritvik!

best explanation of any topic i've ever watched , respect to you sir

This is, by far, the best explanation of Ridge Regression that I could find on KZread. Thanks a lot!

Amazing video, you really explained why we do things which is what really helps me!

You, Ritvik, are simply amazing. Thank you!

Your data science videos are the best I have seen on KZread till now. :) Waiting to see more

@ritvikmath

4 жыл бұрын

I appreciate it!

This is gold. Thank you so much!

So so so very helpful! Thanks so much for this genuinely insightful explanation.

It's just awesome. Thanks for this amazing explanation. Settled in mind forever.

You are the best of all.... you explained all the things,,, so nobody is gonna have problems understanding them.

Excellent video! One more thing to add - if you're primarily interested in causal inference, like estimating the effect of daily exercise on blood pressure while controlling for other variables, then you want an unbiased estimate of the exercise coefficient and standard OLS is appropriate. If you're more interested in minimizing error on blood pressure predictions and aren't concerned with coefficients, then ridge regression is better. Also left out is how we choose the optimal value of lambda by using cross-validation on a selection of lambda values (don't think there's a closed form expression for solving for lambda, correct me if I'm wrong).

Thanks a lot.. I watched many videos and read blogs before this but none of them clarified at this depth

This really is gold, amazing!

Fantastic! It's like getting the Cliff's Notes for Machine Learning. These videos are a great supplement/refresher for concepts I need to knock the rust off of. I think he takes about 4 shots of espresso before each recording though :)

Superb. Thanks for such a concise video. It saved a lot of time for me. Also, subject was discussed in a fluent manner and it was clearly understandable.

The explanation is so clear!! Thank you so much!!

This is literally the best video on ridge regression

Excellent explanation! Could you please do a similar video for Elastic-net?

I think its explained very fast, but still very clear, for my level of understanding its just perfect !

Your explanation is extremely good!

excellent video! Keep up the great work!

great video, the explanation is really clear!

The best ridge regression lecture ever.

Very good explanation in an easy way!

These explanations are by far the best ones I have seen so far on youtube ... would really love to watch more videos on the intuitions behind more complicated regression models

Awesome, Thanks a Million for great video! Searching you have done video on LASSO regression :-)

Stunning! Absolute gold!

@wi8shad0w

4 жыл бұрын

seriously!!!

Amazingly helpful. Thank you.

Stunning!! Need more access to your coursework

great video, brief and clear.

simple and effective video, thank you!

I love this video, really informative! Thanks a lot

I'm impressed by your explanation. Great job

@ritvikmath

4 жыл бұрын

Thanks! That means a lot

Excellent explanation, thanks!

Brilliant! Could you make more videos about Cross validation, RIC, BIC, and model selection.

You should add in that all the variables (dependent and independent) need to be normalized prior to doing a ridge regression. This is because betas can vary in regular OLS depending on the scale of the predictors and a ridge regression would penalize those predictors that must take on a large beta due to the scale of the predictor itself. Once you normalize the variables, your A^t*A matrix being a correlation matrix of the predictors. The regression is called "ridge" regression because you add (lambda*I + A^t*A ) which is adding the lambda value to the diagonal of the correlation matrix, which is like a ridge. Great video overall though to start understanding this regression.

I was looking for the math behind the algorithm. Thank you for explaining it.

@ritvikmath

Жыл бұрын

No problem!

Thank you! Your explaining is really good, Sir. Do you have time to make a video explaining the adaptive lasso too?

best explanation on ridge reg. so far

THIS IS ONE HELL OF A VIDEO !!!!

great video! thank you very much.

excellent video, thanks.

Anyone else get anxiety when he wrote with the marker?? Just me? Felt like he was going to run out of space 😂 Thank you so much thoo, very helpful :)

Excellent explanation .

Thank you. I make the comment because I know I will never need to watch it again! Clearly explained..

@ritvikmath

3 жыл бұрын

Glad it was helpful!

Very clear. Thank you!

you are the man, keep doing what you're doing

Great videos thanks for making it

thanks for the nice explanation

Awesome video! Very intuitive and easy to understand. Are you going to make a video using the probit link?

Beautiful explanation

great video - thanks

Thanks for this really helpful video! Could you explain why the independent variables in A should be standardized for Ridge and Lasso Regression?

Excellent approach to discuss Lasso and Ridge regression. It could have been better if you have discussed how Lasso yields sparse solutions! Anyway, nice discussion.

This is great, thank you!

It is a brilliant video. Great

hey, great video and excellent job

I would trade diamonds for this explanation (well, allegorically! :) ) Thank you!!

Dude ! Hats off 🙏🏻

very helpful, thanks

Hi and thanks fr the video. Can you explain briefly why when the m_i and t_i variables are highly correlated , then the estimators β0 and β1 are going to have very big variance? Thanks a lot in advance!

@lanag873

2 жыл бұрын

Hi same question here😶‍🌫

best explanation ever!

I think it's the best video ever made

I don't have money to pay him so leaving a comment instead for the algo. He is the best.

bless this is amazing

excellent video!!!!

Finally, someone who talks quickly.

You are awesome!

Thanks for this one!

Thank you so much!!!!

Very well explained :)

This is gold indeed!

Huge thanks!

Amazing!!!

SUPER !!! You have to become a professor and replace all those other ones !!

a very nice video

Shouldn't the radius of the Circle be c instead of c^2 (at time around 7:00)?

Thank you!

this is great stuff

Thanks for the video! silly question: where is your L2 norm video, can you provide a link? (subscribed)

very good explanation in an easy way!!

Great video. A (very minor) question: isn't it c instead of c^2 when you draw the radius vector of the circle for \beta restriction?

@Viewfrommassada

4 жыл бұрын

think of it as an equation of a circle with center (0,0)

Super clear

Awesome, thanks man

a big thanks

Can anyone explain the statement "The efficient property of any estimator says that the estimator is the minimum variance unbiased estimator", so what is minimum variance denotes here.

Sir, a question about 4:54: I understand that in tax/income example the VARIANCE of the beta0-beta1's is high, since there's an additional beta2 effecting things. However, the MEAN in the population should be the same, even with high variance, isn't it so? Thanks in advance!

We start out by adding a constraint that beta 1 squared + beta 2 squared must be less than c squared, where c is some number we choose. But then after choosing lamda, we minimize F and c ends up having no effect at all on our choice of the betas. I may be wrong but it doesn't seem like c has any effect on our choice of lambda either. I find it strange that we start out with the criteria that beta 1 squared + beta 2 squared must be less than c squared, but the choice of c is irrelevant. If someone can help me un-boggle my mind that would be great.

@RobertWF42

6 ай бұрын

Good question - I think it has to do with using the method of Lagrange multipliers to solve the constrained OLS optimization problem. The lambda gets multiplied by the expression in the parentheses at 11:17, which includes the c squared term. So whatever c squared value you choose, it's going to be changed anyways when you multiply by the lambda.

Thanks! why lamba cannot be negative? What if to improve variance it is need to increase the slope and not decrease?