Ridge Regression: The Manager Who Said 'Everyone Gets a Small Piece' Instead of 'Winner Takes All'

Your linear regression coefficients are insane. One feature gets +500, another gets -480, a third gets +320. They're fighting over credit! Ridge regression is the manager who says "calm down, everyone gets a reasonable piece" — shrinking extreme coefficients toward zero without eliminating anyone. Here's how it works and when you need it.