Example: Plot Ridge coefficients as a function of the L2 regularization

Plot Ridge coefficients as a function of the L2 regularization

Ridge Regression is the estimator used in this example. Each color in the left plot represents one different dimension of the coefficient vector, and this is displayed as a function of the regularization parameter. The right plot shows how exact the solution is. This example illustrates how a well defined solution is found by Ridge regression and how regularization affects the coefficients and their values. The plot on the right shows how the difference of the coefficients from the estimator changes as a function of regularization.

In this example the dependent variable Y is set as a function o