• We have the constant data matrix X E R"X4. Each row x; is a d-dimensional data vector. • We have the vector w e R and noise vector e e R". • We observe yi ER as the output for each row in the input data matrix X;: y; = w' x; + e %3D Given the model definition above, please derive the following: Q3.1: Ridge Regression can be formulated as: w* = argmin,wER Eon - w*x)? + 4,l|w|l;. where 1, > 0 is the hyperparameter to control the L2 regularization of w. The loss function for Ridge Regression is J(w, 2,) = E,(vi - w" x;)² + 1,||w| Derive the closed form for the optimal w* in terms of X, y and A,p.

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Author:James Kurose, Keith Ross
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• We have the constant data matrix X E RXa. Each row X; is a d-dimensional data vector.
• We have the vector w e Rª and noise vector e E R".
• We observe yi ER as the output for each row in the input data matrix X;: yi =
= w" x; + €;
Given the model definition above, please derive the following:
Q3.1: Ridge Regression can be formulated as:
w* = argmin,weR E – w" x1)² + 4,||w|;,
(yi
i
where 1, > 0 is the hyperparameter to control the L2 regularization of w. The loss function for Ridge Regression is
J(w, 1,) = E,(yi – w x1)? + A,||w|3 Derive the closed form for the optimal w* in terms of X, y and 1,.
Transcribed Image Text:• We have the constant data matrix X E RXa. Each row X; is a d-dimensional data vector. • We have the vector w e Rª and noise vector e E R". • We observe yi ER as the output for each row in the input data matrix X;: yi = = w" x; + €; Given the model definition above, please derive the following: Q3.1: Ridge Regression can be formulated as: w* = argmin,weR E – w" x1)² + 4,||w|;, (yi i where 1, > 0 is the hyperparameter to control the L2 regularization of w. The loss function for Ridge Regression is J(w, 1,) = E,(yi – w x1)? + A,||w|3 Derive the closed form for the optimal w* in terms of X, y and 1,.
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