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Documentation Index

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Ridge Regression adds a penalty proportional to the square of the coefficient magnitudes (L2 regularization). This shrinks all coefficients toward zero, which helps when many features are correlated or the dataset is small.

Configuration

ParameterDescriptionDefault
AlphaRegularization strength. Higher = stronger shrinkage. 0 is equivalent to standard Linear Regression.1.0
Fit InterceptWhether to include a bias/intercept term.true
Random StateSeed for reproducibility.42

Input / Output

Type
InputX Train + Y Train
OutputTrained Model

When to use

Preferred over plain Linear Regression when you have many features, multicollinearity, or a small dataset. Does not perform feature selection — all features get non-zero coefficients.