Mathematics
Mathematics, 22.02.2021 16:30, icameforhelp

Let us slightly tweak the Least squares solution WReg = (XTX + γI)−1XTY . This is called Regularized least squares. On the face, it looks like we are simply adding noise to the diagonal. Will such a diagonal loading make it invertible? (Yes/No) ?

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Let us slightly tweak the Least squares solution WReg = (XTX + γI)−1XTY . This is called Regularized...

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