Ridge vs Lasso Regression, Visualized!!!

People often ask why Lasso Regression can make parameter values equal 0, but Ridge Regression can not. This StatQuest shows you why.

NOTE: This StatQuest assumes that you are already familiar with Ridge and Lasso Regression. If not, check out the 'Quests.

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0:00 Awesome song and introduction
0:33 Ridge Regression visualized
6:00 Lasso Regression visualized
7:48 Summary of Ridge vs Lasso Regression

#statquest #regularization

[Mabitesurtaglotte]

Still the best stat videos on Youtube
You have no idea how much you've helped me. You'll be in the acknowledgments of my diploma <3

[huzefaghadiyali]

I'm just gonna take a minute to appreciate the effort you put in your jokes to make the video more interesting. Its quite underrated.

[platanus]

You are truly an angel. Your videos on Ridge, Lasso and Elastic Net really helps with my understanding. It's way better than the lectures in my university.

[thryce]

this channel is saving my ass when it comes to applied ml class. so frustrating when a dude who has been researching Lasso for 10 years just breaks out some Linear algebra derviation and then acts like your suppose to instantly understand thanks for taking the time to come up with an exhbition that makes sense.

[afaisaladhamshaazi]

I was wondering why I missed out on this video while going through the ones on Ridge and Lasso Regression from Sept-Oct 2018. Then I noticed this is a video you put out only a few days ago. Awesome. Much gratitude from Malaysia. 🙇

[sravanlankoti]

Thanks for taking out time and explaining ML concepts in an amazing manner with clear visualizations.

Great work.

[acidic_ph]

Can we start a petition to change the lasso and ridge names to absolute value penalty and squared penalty pwease?

[hopelesssuprem]

Many people on the Internet explain regularization of regression using polynomial features in the data that ridge and lasso are allegedly used to reduce the curvature of the line, but in fact in this case you just need to find the right degree of the polynomial. You are one of the few who have shown the real essence of regularization in linear regression and the bottom line is that we simply fine the model by exchanging the bias for a lower variance through slope changes.
By the way, real overfitting in regression can be well observed in data with a large number of features, some of which strongly correlate with each other, as well as a relatively small number of samples, and in this case that L1/L2/Lasso will be useful.

Thank you so much for a very good explanation.

[DatavionAcademy]

Hello Josh, Ridge and Lasso clearly visualized :) I must say that if one thing that makes your videos clearly explained to curious minds like me is that the visual illustrations that you provide in your stat videos. Glad. Thank you very much for your efforts.

[flavio]

I've never been good with this kind of math/statistics because when I encounter the book formulas I tend to forget or not understand the symbols. Your videos make it possible to go beyond the notation and to learn the idea behind these concepts to apply them in machine learning. Thank you !

[philwebb]

Best visuals ever! No matter how much I think I know about stats, I always learn something from your videos. Thanks.

[laklaklak]

Thanks, josh for this amazing video. I promise to support this channel once I land a job offer as a data scientist. This is the only video on youtube, that practically shows all the algo's.

[siddhu]

Your are a super professor and I'll give you a infinity BAM I really like the way your repeat the earlier discussed topic to refresh the student memory and that really helpful and you have a-lot of patience. Once again you proved that a picture is worth a thousand words.

[baharehbehrooziasl]

I thought I was familiar with the concept of regularization, but your videos always help me grasp the concept more easily and, of course, deeper!

[aliaghayari]

dude is creating quality videos and replies to every comment!
talk about dedication!
thanks a lot <3

[hemaswaroop]

Fantastic, Josh!! Thank you very very much. We all owe you a lot many thanks. "I" owe you a lot. 😊😊👍👍

[Intenx]

The "Unfortunately, no one asked me" part made me do what I never thought possible: laugh while looking at graphs

[mansoorbaig]

You are awesome Josh. This one always bothered me why L1 would make coefficients to 0 and not L2 and you explained it so simply.

[chunchen]

Just found this channel today, great illustrations! Thanks for keeping the voice speed down, that makes me easy to follow!

[Sello_Hunter]

This explained everything i needed to know in 9 minutes. Absolute genius, thank you!