岭回归中参数估计的探讨

Analysis of Ridge Parameter

从减小均方误差的角度出发,在一定的范围内分析了岭参数的存在性,并通过均方误差函数的单调性,将参数的范围缩小到一个相对较小的区间,关于参数值的逼近,是下一步研究的问题.

In order to reduce the mean square error, this paper analyzes the existence and choiceness of ridge regression in some spectrum. And, it reduces the range of ridge parameter according to the monotonicity of mean square error function. To draw up the extremum is unexhausted.