Ridge Regression
Ridge Regression is a variant of ordinary Multiple Linear Regression whose goal is to circumvent the problem of predictors collinearity.
Random forests (RF)
Random multinomial logit (RMNL)
Ridge regression
Decision tree
Memetic algorithm
Auto-encoding networks with a bottleneck-layer
Many other machine learning methods applying a pruning step.
Hoerl, A. E., & Kennard, R. W. (1970). Ridge regression: Applications to nonorthogonal problems. Technometrics, 12, 69-82.
Hoff, J. C. (1983). A practical guide to Box-Jenkins forecasting. London: Lifetime Learning Publications.
 See also: Regression, Multiple Linear Regression, Variance, Distribution, Residual
  
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