Title: “Squeezing the most out of ridge”
Speaker: Professor Mark van de Wiel, Amsterdam University Medical Center
Abstract: Ridge regression is nowadays regarded as a somewhat old-fashioned technique: most statisticians prefer sparse models, while machine learners use non-linear, multi-layer prediction algorithms. The aim of this talk is to endorse ridge by illustrating its strengths, from a methodological, computational and applied perspective, including:
These strengths will be illustrated on a cancer multi-omics prediction problem.