procedure RidgeOptimalk(const y: TVec; const A: TMtx; out k: Double);
Optimal k value for ridge regression.
| # | Name | Type | Description |
|---|---|---|---|
| 1 | y | TVec | |
| 2 | A | TMtx | |
| 3 | k | Double |
Result: stored in self (calling object)
Remarks:
Finds optimal k value for ridge regression, such that k minimizes ridge model MSE.
See Also: Regress.RidgeRegress