Class 8 Machine learning Regularization (Ridge, LASSO and ElasticNet regression)

You can find the slides and notebook on my GitHub repository for the course: https://github.com/PJalgotrader/ML-US... Topics covered: 0:00 Bias-variance trade off (visualization) 12:20 Regularization (big picture) 15:20 Basic definitions (L1 and L2 Norms, regularization and penalized regression) 28:30 Ridge regression 44:15 LASSO regression 51:16 Elastic Net regression 52:36 Comparing Ridge, Lasso and Elastic Net regression 1:00:10 Appendix: behind the scene of penalized regression In this video, I cover the model bias-variance trade off in machine learning and then explain how we could reduce the total MSE by adding a small bias to the model. This video covers the differences between Ridge, Lasso and ElasticNet regression in details.