kying
在ESL关于岭回归的章节中,有这么一段话
"In addition,notice that the intercept β0 has been left out of the penalty term. Penalization of the intercept would make the procedure depend on the origin chosen for Y ; that is, adding a constant c to each of the targets yi would not simply result in a shift of the predictions by the same amount c."
应该如何理解"Penalization of the intercept would make the procedure depend on the origin chosen for Y"这句话呢,为什么β0 不在惩罚之列?
找了半天有解释说"The intercept β0 has been left out of the penalty term because Y has been centered",还是不太明白!