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Physics, 25.10.2019 22:43 lee1677

Ridge regression consists of nding the w that minimizes ky xwk2 2 + kwk2 2, where the rst term corresponds to the squared error in the regression estimation and the second is a regularization term. here, x 2 rnd; w 2 rd; y 2 rn. show that the optimal w is w = (xtx + y, when the @ @w of the loss function is zero.

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