Lwooridge5722 Lwooridge5722
  • 25-02-2024
  • Mathematics
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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?
a) yes
b) no

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