added hint to exercise 5
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@@ -171,12 +171,15 @@ Discuss these quantities as functions of the variable \( \lambda \) in the Ridge
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<p>
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Using the singular value decomposition, show that the variance of the direction vector
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\( \hat{z}_i=\hat{X}\hat{v}_i \) is equal to (equation (3.49) of Hastie <em>et al.</em>)
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\( \hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1 \) is equal to (equation (3.49) of Hastie <em>et al.</em>)
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$$
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\mathrm{Var}(\hat{z}_i)=\frac{d_i^2}{N},
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$$
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where \( d_i \) are the singular values of the matrix \( \hat{X} \). Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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where \( d_i \) are the singular values of the matrix \( \hat{X} \). In Hastie <em>et al</em>, the matrix elements of \( X \) are centered. The consequence is that the mean values of for example \( \hat{u}_i \) are zero.
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<p>
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Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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<p>
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<!-- navigation buttons at the bottom of the page -->
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@@ -136,12 +136,15 @@ Discuss these quantities as functions of the variable \( \lambda \) in the Ridge
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<p>
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Using the singular value decomposition, show that the variance of the direction vector
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\( \hat{z}_i=\hat{X}\hat{v}_i \) is equal to (equation (3.49) of Hastie <em>et al.</em>)
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\( \hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1 \) is equal to (equation (3.49) of Hastie <em>et al.</em>)
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$$
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\mathrm{Var}(\hat{z}_i)=\frac{d_i^2}{N},
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$$
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where \( d_i \) are the singular values of the matrix \( \hat{X} \). Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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where \( d_i \) are the singular values of the matrix \( \hat{X} \). In Hastie <em>et al</em>, the matrix elements of \( X \) are centered. The consequence is that the mean values of for example \( \hat{u}_i \) are zero.
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<p>
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Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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<!-- ------------------- end of main content --------------- -->
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@@ -211,11 +211,13 @@ Discuss these quantities as functions of the variable $\lambda$ in the Ridge and
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\subsection{Exercise 5}
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Using the singular value decomposition, show that the variance of the direction vector
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$\hat{z}_i=\hat{X}\hat{v}_i$ is equal to (equation (3.49) of Hastie \emph{et al.})
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$\hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1$ is equal to (equation (3.49) of Hastie \emph{et al.})
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\[
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\mathrm{Var}(\hat{z}_i)=\frac{d_i^2}{N},
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\]
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where $d_i$ are the singular values of the matrix $\hat{X}$. Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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where $d_i$ are the singular values of the matrix $\hat{X}$. In Hastie \emph{et al}, the matrix elements of $X$ are centered. The consequence is that the mean values of for example $\hat{u}_i$ are zero.
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Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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% ------------------- end of main content ---------------
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Binary file not shown.
@@ -181,11 +181,13 @@ Discuss these quantities as functions of the variable $\lambda$ in the Ridge and
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\subsection*{Exercise 5}
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Using the singular value decomposition, show that the variance of the direction vector
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$\hat{z}_i=\hat{X}\hat{v}_i$ is equal to (equation (3.49) of Hastie \emph{et al.})
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$\hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1$ is equal to (equation (3.49) of Hastie \emph{et al.})
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\[
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\mathrm{Var}(\hat{z}_i)=\frac{d_i^2}{N},
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\]
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where $d_i$ are the singular values of the matrix $\hat{X}$. Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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where $d_i$ are the singular values of the matrix $\hat{X}$. In Hastie \emph{et al}, the matrix elements of $X$ are centered. The consequence is that the mean values of for example $\hat{u}_i$ are zero.
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Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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% ------------------- end of main content ---------------
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@@ -54,10 +54,12 @@ Discuss these quantities as functions of the variable $\lambda$ in the Ridge and
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===== Exercise 5 =====
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Using the singular value decomposition, show that the variance of the direction vector
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$\hat{z}_i=\hat{X}\hat{v}_i$ is equal to (equation (3.49) of Hastie *et al.*)
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$\hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1$ is equal to (equation (3.49) of Hastie *et al.*)
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!bt
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\[
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\mathrm{Var}(\hat{z}_i)=\frac{d_i^2}{N},
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\]
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!et
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where $d_i$ are the singular values of the matrix $\hat{X}$. Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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where $d_i$ are the singular values of the matrix $\hat{X}$. In Hastie *et al*, the matrix elements of $X$ are centered. The consequence is that the mean values of for example $\hat{u}_i$ are zero.
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Give an interpretation of these results, in particular in connection with the variance of the coefficients you obtained in the previous exercise.
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