Thread: Homework#6 Q3
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Old 02-14-2013, 06:16 PM
melipone melipone is offline
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Default Re: Homework#6 Q3

Quote:
Originally Posted by yaser View Post
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.
I am confused. Are we supposed to rederive the result of Slide 11?
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