Question
we have learned that when increasing the regularization parameter A in the regularized least square problem 11||wy|| + where y = (y1,..., yn) ER,
we have learned that when increasing the regularization parameter A in the regularized least square problem 11||wy|| + where y = (y1,..., yn) ER", T (6(x),..., (Xn)) = RMXn, the magnitude of the optimal solution will decrease. Let the optimal solution w be W = (AI+T)-0Ty You are asked to show that the Euclidean norm of the optimal solution ||W||2 will decrease as A increases. Hint: (1) use the result (2) for any vector u Rif VTV = I where V e Rdxd then ||Vu||2 = ||u||2 min w 2 =
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