Thread: Homework#6 Q3
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Old 05-13-2013, 04:07 AM
Kekeli Kekeli is offline
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Join Date: Apr 2013
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Default Re: Homework#6 Q3

My answers for any value of K are order(s) of magnitude higher that the options.

w_reg = (Z^\top Z + λI)^-1 Z^T y

As a Python noob, perhaps someone can confirm that I need the linalg.inv of the first term in parentheses, because we cannot use the pinv method when the weight term is present.
thanks.

Last edited by Kekeli; 05-13-2013 at 05:04 AM. Reason: Realized the upper bound isn't the issue
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