[scikit-learn] Why ridge regression can solve multicollinearity?

lampahome pahome.chen at mirlab.org
Wed Jan 8 21:22:38 EST 2020

I find out many blogs said that the l2 regularization solve
multicollinearity, but they don't said how it works.

I thought LASSO is able to select features by l1 regularization, maybe it
also can solve this.

Can anyone tell me how ridge works with multicollinearity great?

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