The Bayesian Paradigm & Ridge Regression

Is There a Connection?

Andrew Rothman
Towards Data Science
5 min readJun 9, 2020

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photo from Adobe Stock Images

This piece discusses the connection between classical “Ridge Regression” and Bayesian Inference, and how under certain conditions regularization in a Frequentist context is similar to specifying priors in a Bayesian context.

Background and Motivation

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Principal Data/ML Scientist @ The Cambridge Group | Harvard trained Statistician and Machine Learning Scientist | Expert in Statistical ML & Causal Inference