hello4540
14.10.2020 •
Mathematics
It is well-known that ridge regression tends to give similar coefficient values to correlated variables, whereas lasso may give quite different coefficient values to correlated variables. We will now explore this property in a very simple setting. Assume n are the number of training samples, p the number of dimensions, x in the input and y the output. Suppose that n = 2, p = 2, x11 = x12, and x21 = x22. Furthermore, suppose that y1 + y2 = 0 and x11 + x21 = 0 and x12 + x22 = 0, so that the estimate for the intercept in a least squares, ridge regression, or lasso model is zero: βˆ 0 = 0. (a) Write out the ridge regression optimization problem in this setting. (b) Argue that in this setting, the ridge coefficient estimates satisfy βˆ 1 = βˆ 2. (c) Write out the lasso optimization problem in this setting. (d) Argue that in this setting, the lasso coefficients βˆ 1 and βˆ 2 are not unique – in other words, there are many possible solutions to the optimization problem. Describe these solutions
Solved
Show answers
More tips
- H Health and Medicine How to Improve Your Posture?...
- A Animals and plants How to Properly Care for a Pet Decorative Rabbit at Home?...
- C Computers and Internet How to Check the Speed of My Internet?...
- H Health and Medicine 10 Ways to Cleanse Your Colon and Improve Your Health...
- W Work and Career How to Write a Resume That Catches the Employer s Attention?...
- C Computers and Internet Е-head: How it Simplifies Life for Users?...
- F Family and Home How to Choose the Best Diapers for Your Baby?...
- F Family and Home Parquet or laminate, which is better?...
- L Leisure and Entertainment How to Properly Wind Fishing Line onto a Reel?...
- L Leisure and Entertainment How to Make a Paper Boat in Simple Steps...
Answers on questions: Mathematics
- M Mathematics Solve 19=4x+3 . x = __...
- M Mathematics Seven-eighths equals 0.875 and is a(n) ___....
- M Mathematics 3rd question i really just need the formula...
- M Mathematics Subtract 9x^2 10x + 1 from - 2x^2+ 4x – 10....
- S SAT Mr. Green wants to build a new water park in his neighborhood, What question could he ask to determine if his community is a good place to build a water park?...
- M Mathematics How to solve ratio tables with decimals...
- H Health How has your family influenced your personal lifestyle...
- P Physics If we find v=Al, where l is a length and v is a speed, what are the SI units for A? A) s^-1 B) m^2/s C) m/s^2 D) s E) kg • m/s...
- E English Should you change the topic when writing a closing sentence? yes no 2. is repeating your topic sentence a good way to write a closing sentence? yes no 3. true or false: an effective...
Ответ: