Re: Question 10
Quote:
Originally Posted by SeanV
Regularised Linear regression is called ridge regression in the stats literature
you can just use whatever code you use to do linear least squares by adding dummy data( see data augmentation) in link below
http://www-stat.stanford.edu/~owen/c...larization.pdf
no need for quadratic programming / stoch descent etc |
Correct. The solution was also given in slide 11 of Lecture 12 (regularization).
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