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Y 3/1 1 Um S Rewrite J(w, b, A) in matriz form. 1 , and 8: - [. .

Y 3/1 1 Um S Rewrite J(w, b, A) in matriz form. 1 , and 8: - [. .

Advanced Engineering Mathematics
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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Given a dataset D = {(z,y), i=1,2,...,m} consisting of m predictors x = =(Ti,..., Tin) € R" and m corresponding responses y, E R. Consider the following linear ridge regression model: (P) minimize J(w, b, x):= m ;Σ((x₁, w) + b - y)² + (|||| +8²) i=1 2m where (w, b) ER" x R is a vector of parameters to be determined and A> 0 is a penalty parameter to be tuned for finding the best regression function.
Transcribed Image Text:Given a dataset D = {(z,y), i=1,2,...,m} consisting of m predictors x = =(Ti,..., Tin) € R" and m corresponding responses y, E R. Consider the following linear ridge regression model: (P) minimize J(w, b, x):= m ;Σ((x₁, w) + b - y)² + (|||| +8²) i=1 2m where (w, b) ER" x R is a vector of parameters to be determined and A> 0 is a penalty parameter to be tuned for finding the best regression function.
Question 1. Let Y = 3/1 1 Um 5 X :- Rewrite J(w, b, A) in matriz form. Define J(w, b) := [1 211 1 Iml 1 Ilm . and 8:= - []. m 2mΣ((x, w) + b - y)². i=1
Transcribed Image Text:Question 1. Let Y = 3/1 1 Um 5 X :- Rewrite J(w, b, A) in matriz form. Define J(w, b) := [1 211 1 Iml 1 Ilm . and 8:= - []. m 2mΣ((x, w) + b - y)². i=1
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