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  1. Ridge regression path

    Ridge coefficients for multiple values of the regularization parameter can be elegantly computed by updating the thin SVD decomposition of the design matrix:

    import numpy as np
    from scipy import linalg
    def ridge(A, b, alphas):
        """
        Return coefficients for regularized least squares
    
             min ||A x - b||^2 + alpha ||x||^2 ...
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