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Let XRnp and yRn be given. The goal is to find a wRp which solves the following problem: w=wRpargmin21yXw2+2w2, where >0 is a constant. Give
Let XRnp and yRn be given. The goal is to find a wRp which solves the following problem: w=wRpargmin21yXw2+2w2, where >0 is a constant. Give a closed form expression for w in terms of X,y and . (Consult the Matrix Cookbook if you want to look up expressions for derivatives in matrix/vector form.) Is the expression valid when n
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