Question
a. For the simplest regression, derive the ridge regression estimate. Generalize the result to general regression. b. For the simplest regression, derive the Lasso estimate.
a. For the simplest regression, derive the ridge regression estimate. Generalize the result to general regression.
b. For the simplest regression, derive the Lasso estimate. For general regression, explain the iterative algorithm for computing the Lasso estimate.
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Numerical Algebra Matrix Theory Differential Algebraic Equations And Control Theory
Authors: Peter Benner, Matthias Bollhöfer, Daniel Kressner, Christian Mehl, Tatjana Stykel
1st Edition
3319152602, 9783319152608
