There is an equation that describes the cost function of Ridge, where j runs from 0 to p. So if p is 3, it means the linear model reads y=w0 +wl*xl+w2*x2+w3*x3. wo is the intercept or rather bias, wl, w2 and w3 makes the slope of the plane. Now, assume p= 1, so this turns into your usual single-variate linear model. Work out the gradient descent by hand. Σ---(---)-4 = ( x − Ĺ , × ² ) ² + À Ĺ w² X Tij Cost function for ridge regression

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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There is an equation that describes the cost function of Ridge, where j runs from 0 to p. So if p is 3, it
means the lincar model reads y=w0+ w1*xl + w2*x2 +w3*x3. wo is the intercept or rather bias, wl, w2
and w3 makes the slope of the plane.
Now, assume p-= 1, so this turns into your usual single-variate linear model. Work out the gradient
descent by hand.
ΣΑΣ-Σχολέ
u; xaij
Cost function for ridge regression
Transcribed Image Text:There is an equation that describes the cost function of Ridge, where j runs from 0 to p. So if p is 3, it means the lincar model reads y=w0+ w1*xl + w2*x2 +w3*x3. wo is the intercept or rather bias, wl, w2 and w3 makes the slope of the plane. Now, assume p-= 1, so this turns into your usual single-variate linear model. Work out the gradient descent by hand. ΣΑΣ-Σχολέ u; xaij Cost function for ridge regression
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