Chunk #47 — 4 Regularized Multinomial Regression — 4.1 Regularization and Parameter Ambiguity

Source

Regularization Paths for Generalized Linear Models via Coordinate Descent.

Embedded

yes

Text

Not all the parameters in our model are regularized. The intercepts β0ℓ are not, and with our penalty modifiers γj (section 2.6) others need not be as well. For these parameters we use mean centering.