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Exercise: Apply regularization to a sparse linear model
In this exercise, we will apply various regularisation techniques to a linear model fit on a sparse dataset.
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This link will direct you to Github Classroom, where you can accept the assignment to apply various regularisation techniques to a linear model fit on a sparse dataset.
This article is from the online course:
An Introduction to Machine Learning in Quantitative Finance
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An Introduction to Machine Learning in Quantitative Finance
