Table 4 Model summary of regularized linear regression.
Penalty | λ | n(Train) | n(Validation) | n(Test) | Validation MSE | Test MSE | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
L2 (Ridge) | 2.171 | 45,351 | 11,338 | 14,172 | 104.637 | 104.251 |
Penalty | λ | n(Train) | n(Validation) | n(Test) | Validation MSE | Test MSE | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
L2 (Ridge) | 2.171 | 45,351 | 11,338 | 14,172 | 104.637 | 104.251 |