# Tuning-free ridge estimators for high-dimensional generalized linear models

arXiv: https://arxiv.org/abs/2002.11916 · HTML: https://mlsanity.com/paper/2002.11916/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 27 Feb 2020.

## Built on by (most cited first, 1 of 1)

- [Regularization and Reparameterization Avoid Vanishing Gradients in Sigmoid-Type Networks](https://mlsanity.com/paper/2106.02260/) (2021)

## Abstract (arXiv)

Ridge estimators regularize the squared Euclidean lengths of parameters. Such estimators are mathematically and computationally attractive but involve tuning parameters that can be difficult to calibrate. In this paper, we show that ridge estimators can be modified such that tuning parameters can be avoided altogether. We also show that these modified versions can improve on the empirical prediction accuracies of standard ridge estimators combined with cross-validation, and we provide first theoretical guarantees.