Preamble You can find the code linked to this post on my github repo. All of this is written by human, but AI helps me correcting mistakes and improving my markdown coloring skills. Let’s augment...

Introduction The classical LASSO solver based on coordinate descent quickly becomes expensive when the number of variables is much larger than the number of observations ($p≫n$). Modern implementa...

repo github lasso Introduction After studying Ridge in depth, let’s now look at its alter ego: Lasso, or Least Absolute Shrinkage and Selection Operator. We saw that Ridge pulled coefficients tow...

Repo Github Ridge Introduction Let’s start from the beginning: OLS regression (Ordinary Least Squares), the standard linear regression and a classic in any statistics course. As a reminder, the c...

Introduction When I wanted to build a recommendation algorithm, I came across Word2Vec and more specifically the SGNS (Skip-Gram Negative Sampling) variant. Instead of simply using a ready-made mo...