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Be able to write down the objective functions to be minimized when doing (a) least-squares regression: minb(Y Xb)T (Y Xb) (b) ridge regression: minb(Y Xb)T
Be able to write down the objective functions to be minimized when doing (a) least-squares regression: minb(Y Xb)T (Y Xb) (b) ridge regression: minb(Y Xb)T (Y Xb) k1 b2 k (c) lasso regression: minb(Y Xb)T (Y Xb) k1 |bk|
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