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Old 08-15-2012, 01:36 PM
invis invis is offline
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Join Date: Jul 2012
Posts: 50
Default Homework#6 Q3

I have some problems with understanding the question #3.

Ok, we have a formula for linear regression with regularization:
w_{reg} = (Z^T Z- \lambda I)^{-1} Z^T y

But I cant catch this:
"add the term \lambda /N \sum_{i=0}^7 w_i^2 to the squared in sample error"

What w I suppose to use in this formula ? The w without regularization ? And why adding to squared error ?
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