We fit a ridge regression model to some data for λ=10 and λ=100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then b1 is either more sparse than b2, or as sparse as b2. b2 is either more sparse than b1, or as sparse as b1. The L2 norm of b2 is less or equal to the L2 norm of b1. The L2 norm of b1 is less or equal to the L2 norm of b2.
We fit a ridge regression model to some data for λ=10 and λ=100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then b1 is either more sparse than b2, or as sparse as b2. b2 is either more sparse than b1, or as sparse as b1. The L2 norm of b2 is less or equal to the L2 norm of b1. The L2 norm of b1 is less or equal to the L2 norm of b2.
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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We fit a ridge regression model to some data for λ=10 and λ=100 and we obtain the coefficients vector estimates b1 and b2 respectively. Then
b1 is either more sparse than b2, or as sparse as b2.
b2 is either more sparse than b1, or as sparse as b1.
The L2 norm of b2 is less or equal to the L2 norm of b1.
The L2 norm of b1 is less or equal to the L2 norm of b2.
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