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A proof that adding noise to regression predictors results in ridge regression.

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Adding Multiplicative Random Noise to Regression Predictors is Ridge Regression

This repository contains code, visuals, and a proof that adding multiplicative random noise to regression predictors results, in expectation, in ridge regression.

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A proof that adding noise to regression predictors results in ridge regression.

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  • Jupyter Notebook 99.6%
  • Python 0.4%