Chunk #24 — 2 Algorithms for the Lasso, Ridge Regression and the Elastic Net — 2.6 Other Details

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Regularization Paths for Generalized Linear Models via Coordinate Descent.

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Irrespective of whether the variables are standardized to have variance 1, we always center each predictor variable. Since the intercept is not regularized, this means that β̂0 = ȳ, the mean of the yi, for all values of α and λ.