Lecture 21: LASSO, Ridge and OLS in Matlab
I show how to work with LASSO, Ridge and OLS in Matlab and compare the three estimators using a hold-out sample.
If you need more info about LASSO and Ridge, please watch this short intro: https://www.youtube.com/watch?v=y1JuX5IsIuE
Видео Lecture 21: LASSO, Ridge and OLS in Matlab канала Anders Munk-Nielsen
If you need more info about LASSO and Ridge, please watch this short intro: https://www.youtube.com/watch?v=y1JuX5IsIuE
Видео Lecture 21: LASSO, Ridge and OLS in Matlab канала Anders Munk-Nielsen
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