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Let x denote an n d matrix where rows are training points, y denotes an n 1 vector of corresponding output value, w denotes a
Let denote an matrix where rows are training points, denotes an vector of corresponding output value, denotes a parameter vector and denotes the optimal parameter vector. To make the analysis easier we will consider the special case where the training data is whitened ieI For lasso regression, the optimal parameter vector is given by
where a Assume that wi what is the value of wi in this case?b Assume that wi what is the value of wi in this case c From a and b what is the condition for wi to be How can you interpret that condition?d Now consider ridge regression where the regularization term is replaced by lambda w What is the condition for wi How does it differ from the condition you obtained in c
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