Thread: Homework#6 Q3
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Old 08-15-2012, 02:30 PM
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yaser yaser is offline
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Default Re: Homework#6 Q3

Quote:
Originally Posted by invis View Post
What w I suppose to use in this formula ? The w without regularization ? And why adding to squared error ?
The solution w_{\rm reg} = (Z^T Z+ \lambda I)^{-1} Z^T y (notice the plus sign) comes from solving the case of augmented error where the regularization term is added to the in-sample mean-squared error.
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