1. Machine Learning for SQL Use Cases
  2. Concepts
  3. Machine Learning Algorithms
  4. About Generalized Linear Model
  5. GLM in Oracle Machine Learning
  6. Ridge Regression

Ridge Regression

Understand the use of ridge regression for singularity (exact multicollinearity) in data.

The best regression models are those in which the predictors correlate highly with the target, but there is very little correlation between the predictors themselves. Multicollinearity is the term used to describe multivariate regression with correlated predictors.

Ridge regression is a technique that compensates for multicollinearity. Oracle Machine Learning for SQL supports ridge regression for both regression and classification machine learning techniques. The algorithm automatically uses ridge if it detects singularity (exact multicollinearity) in the data.

Information about singularity is returned in the global model details.

Related Topics