.. _example_tutorial_plot_ridge_variance.py: ========================================================= Ridge Regression Variance Example ========================================================= Ridge regression is basically minimizing a penalised version of the least-squared function. The penalising `shrinks` the value of the regression coefficients. Despite the few data points in each dimension, the slope of the prediction is much more stable and the variance in the line itself is greatly reduced, in comparison to that of the standard linear regression .. image:: images/plot_ridge_variance_1.png :align: center **Python source code:** :download:`plot_ridge_variance.py ` .. literalinclude:: plot_ridge_variance.py :lines: 16-