leetim13 / K-Fold-CV-Experimentation-in-Ridge-Regression

The goal of this mini project is to experiment with the K-fold cross validation (CV) procedure to tune the penalty parameter λ in Ridge regression, without using any pre-defined packages from libraries like scikit-learn.

K-Fold-CV-Experimentation-in-Ridge-Regression

The goal of this mini project is to experiment with the K-fold cross validation (CV) procedure to tune the penalty parameter λ in Ridge regression, without using any pre-defined packages from libraries like scikit-learn.

Implementations include:

• k-fold_cross_validation.py Python source code.
• data_test_X.csv, data_test_y.csv, data_train_X.csv, data_train_y.csv datasets used.
• K-Fold-CV-Experimentation-in-Ridge-Regression.ipynb the final notebook.