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Assume you have a training dataset consisting of N observations and D features. You use the closed - form solution to fit a multiple linear
Assume you have a training dataset consisting of N observations and D features. You use the closedform solution to fit a multiple linear regression model using ridge regression. To choose the penalty strength A you run leaveoneout LOO cross validation searching over L values of A Let CostN D be the computational cost of running ridge regression with N data points and D features. Assume the prediction cost is negligible compared to the computational cost of training the model. Which of the following represents the computational cost of your LOO cross validation procedure?
A LN CostN D
B LN CostN D
C LDCostN D
D LD CostN D
E L CostN D
F L CostN D
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