Question
In python, In a regularized regression model (ridge regression), the target function to be minimized is f(beta) = summation from i=1 to n (yi -
In python,
In a regularized regression model (ridge regression), the target function to be minimized is f(beta) = summation from i=1 to n (yi - beta*xi)^2 + lambda*beta^2 where xi and yi are the observed predictor and response values, n is the number of observations, lambda is a given hyper-parameter, and beta is the target parameter to be estimated. Use the gradient descent method with a fixed learning rate 0.0001 and tolerance 0.0001 to find beta, respectively when lambda = 1, 10, 100. The observed data are as follows, i.e., n = 6, x1 = 10, y1 = 32, x6 = 22, y6 =72, etc
i | x | y |
1 | 10 | 32 |
2 | 13 | 40 |
3 | 17 | 46 |
4 | 18 | 62 |
5 | 20 | 54 |
6 | 22 | 72 |
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