Consider the following training data, shown below before centering. XY 1 0 1 1 1 1 1 1 00 1 1 1 0 0 1 1 1 0 1 1 This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are referred to as X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818; XTY = 13/11 = and YTY = 24/11 = 2.1818. Ridge regression Q1 For 2 = R AR = 1.1818 0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not fractions. Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with respect to the squared L2 norm. That is, compute the shrinkage using || (0.56)||||||with the OLS estimate. In the provided space, write the shrinkage as percentage between 0 and 100 with decimal values. Lasso AR Q3 The following are several expressions for the lasso estimate: (2) = 0.5833 * (1 - 0.84622); L L (a) = 0.5833 * (1 -0.78572); (A) = 0.5417 * (1 - 0.84621); and (a) = 0.5417 * (1 -0.78572). Only one of the expressions given is correct for the given data. Determine which is the correct version and write it in the provided space. Hint: Follow IFS elopmer Q4 Determine the numerical value of the lasso parameter & such that the lasso path vanishes, i.e. A such that (1) = 0. Write the value of 1 as a decimal number, no fractions.
Consider the following training data, shown below before centering. XY 1 0 1 1 1 1 1 1 00 1 1 1 0 0 1 1 1 0 1 1 This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are referred to as X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818; XTY = 13/11 = and YTY = 24/11 = 2.1818. Ridge regression Q1 For 2 = R AR = 1.1818 0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not fractions. Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with respect to the squared L2 norm. That is, compute the shrinkage using || (0.56)||||||with the OLS estimate. In the provided space, write the shrinkage as percentage between 0 and 100 with decimal values. Lasso AR Q3 The following are several expressions for the lasso estimate: (2) = 0.5833 * (1 - 0.84622); L L (a) = 0.5833 * (1 -0.78572); (A) = 0.5417 * (1 - 0.84621); and (a) = 0.5417 * (1 -0.78572). Only one of the expressions given is correct for the given data. Determine which is the correct version and write it in the provided space. Hint: Follow IFS elopmer Q4 Determine the numerical value of the lasso parameter & such that the lasso path vanishes, i.e. A such that (1) = 0. Write the value of 1 as a decimal number, no fractions.
Functions and Change: A Modeling Approach to College Algebra (MindTap Course List)
6th Edition
ISBN:9781337111348
Author:Bruce Crauder, Benny Evans, Alan Noell
Publisher:Bruce Crauder, Benny Evans, Alan Noell
Chapter3: Straight Lines And Linear Functions
Section3.3: Modeling Data With Linear Functions
Problem 15SBE
Related questions
Question
Transcribed Image Text:Consider the following training data, shown below before centering.
XY
1
0
1
1
1
1
1
1
00
1
1
1
0 0
1
1
1
0
1
1
This data set will be analysed after centering all columns (not scaling). In what follows, the centered data columns are referred to as
X and Y. Using these centered columns, we have the following quantities: XTX = 24/11 = 2.1818; XTY = 13/11 =
and YTY = 24/11 = 2.1818.
Ridge regression
Q1 For 2 =
R
AR
=
1.1818
0.56, compute and write in the provided space the ridge estimate ẞ (0.56). Use decimal numbers, not fractions.
Q2 Using the ridge estimate ẞ (0.56) you just computed, determine the percentage of shrinkage achieved with respect to the
squared L2 norm. That is, compute the shrinkage using || (0.56)||||||with the OLS estimate. In the provided space, write
the shrinkage as percentage between 0 and 100 with decimal values.
Lasso
AR
Q3 The following are several expressions for the lasso estimate: (2) = 0.5833 * (1 - 0.84622);
L
L
(a) = 0.5833 * (1 -0.78572); (A) = 0.5417 * (1 - 0.84621); and (a) = 0.5417 * (1 -0.78572). Only one of the
expressions given is correct for the given data. Determine which is the correct version and write it in the provided space.
Hint: Follow IFS
elopmer
Q4 Determine the numerical value of the lasso parameter & such that the lasso path vanishes, i.e. A such that (1) = 0. Write the
value of 1 as a decimal number, no fractions.
Expert Solution
This question has been solved!
Explore an expertly crafted, step-by-step solution for a thorough understanding of key concepts.
Step by step
Solved in 2 steps with 5 images
Recommended textbooks for you
Functions and Change: A Modeling Approach to Coll…
Algebra
ISBN:
9781337111348
Author:
Bruce Crauder, Benny Evans, Alan Noell
Publisher:
Cengage Learning
Holt Mcdougal Larson Pre-algebra: Student Edition…
Algebra
ISBN:
9780547587776
Author:
HOLT MCDOUGAL
Publisher:
HOLT MCDOUGAL
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Functions and Change: A Modeling Approach to Coll…
Algebra
ISBN:
9781337111348
Author:
Bruce Crauder, Benny Evans, Alan Noell
Publisher:
Cengage Learning
Holt Mcdougal Larson Pre-algebra: Student Edition…
Algebra
ISBN:
9780547587776
Author:
HOLT MCDOUGAL
Publisher:
HOLT MCDOUGAL
Glencoe Algebra 1, Student Edition, 9780079039897…
Algebra
ISBN:
9780079039897
Author:
Carter
Publisher:
McGraw Hill
Big Ideas Math A Bridge To Success Algebra 1: Stu…
Algebra
ISBN:
9781680331141
Author:
HOUGHTON MIFFLIN HARCOURT
Publisher:
Houghton Mifflin Harcourt
College Algebra (MindTap Course List)
Algebra
ISBN:
9781305652231
Author:
R. David Gustafson, Jeff Hughes
Publisher:
Cengage Learning
