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In this problem, we will focus on the regularization (referring to week 7's slide page 19 and page 26). Supposed that the regularized weight wreg
In this problem, we will focus on the regularization (referring to week 7's slide page 19 and page 26). Supposed that the regularized weight wreg is a solution to: min: Ein(w) = 1 N X N n=1 (wxn yn) 2 subject to: w w C where is a matrix. If w lin wlin C, where wlin is the linear regression solution, then what is the regularized weight wreg? [a] wreg = wlin [b] wreg = Cwlin [c] wreg = wlin [d] wreg = Cwlin [e] wreg = wlin [f] None of the above Please select one correct option from the above options and briefly discuss your reason. Hint: wlin = (Z Z) 1Z y and wreg = (Z Z I) 1Z y
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