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ridge regression in compressed form#16

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apoorvalal merged 3 commits intomasterfrom
regularized
Aug 29, 2025
Merged

ridge regression in compressed form#16
apoorvalal merged 3 commits intomasterfrom
regularized

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@apoorvalal apoorvalal commented Aug 28, 2025

Didn't think about this equivalence until now: Ridge can be solved with augmented rows in the design matrix. Works cleanly; readily beats scikit [ridge w 50m obs in ~1 second on an old thinkpad, and <0.1 sec on a modern M4 mac].

@apoorvalal apoorvalal merged commit dfed06e into master Aug 29, 2025
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@apoorvalal apoorvalal deleted the regularized branch November 19, 2025 04:55
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