Shrinkage - Ridge Regression, Exactly

Several lambda values make the movement visible. The exact table and coordinate plot show the weight moving toward zero.

highlighted = computed this step

Shrinkage table

Evaluate the same exact formula at λ=0, 1, 3, and 5. The weights are 8/5, 4/3, 1, and 4/5.

\lambda:\ 0,1,3,5\quad w:\ 8/5,4/3,1,4/5

The coordinate plot overlays a few through-origin fitted lines. As λ grows, the shown weight moves toward 0 by exact Fraction arithmetic.

\lambda\uparrow\quad\Rightarrow\quad |w(\lambda)|\downarrow

The shrinkage is watchable: every displayed row comes from the same denominator sum x squared plus λ.

{8\over 5+\lambda}