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Performance of the Naive Approach Let us now check the quality of the solution when using this wrong approach. Recall the naive approach assumes independence

Performance of the Naive Approach Let us now check the quality of the solution when using this wrong approach. Recall the naive approach assumes independence between all entries of the matrix. What value of the matrix X will minimize the loss J(X)=a,iD(YaiXai)22+2(a,i)X2ai? That is, for each (a,i), solve the following equation for Xai:

Performance of the Naive Approach

Let us now check the quality of the solution when using this wrong approach. Recall the naive approach assumes independence between all entries of the matrix.

What value of the matrix X will minimize the loss J(X)=a,iD(YaiXai)22+2(a,i)X2ai? That is, for each (a,i), solve the following equation for Xai:

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