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 = wo+wl*xl+w2*x2 +w3*x3. w0 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( - ) = Σ|y- έως και να j=0 Cost function for ridge regression +1 Σω =0
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 = wo+wl*xl+w2*x2 +w3*x3. w0 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( - ) = Σ|y- έως και να j=0 Cost function for ridge regression +1 Σω =0
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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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 = wo+wl*xl+w2*x2 +w3*x3. w0 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(-) = Σ |y-
-Σ(Σώχου) Σω
κα
+1
Cost function for ridge regression
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