small update to hw2

2019-09-02 10:38:54 +02:00
parent 65f1738336
commit 5f97e50dc7
9 changed files with 23 additions and 6 deletions
@@ -53,6 +53,8 @@ Discuss these quantities as functions of the variable $\lambda$ in the Ridge and

 ===== Exercise 5  =====

+The theory behind this exercise will be covered during the lectures of week 36. It requires reading chapter three of Hastie et al, in particular the derivations preceeding equation (3.49) as the well as the material in the Regression slides the singular value decomposition. 
+
 Using the singular value decomposition, show that the variance of the direction vector 
 $\hat{z}_i=\hat{X}\hat{v}_i=\hat{u}_1d_1$   is equal to (equation (3.49) of Hastie *et al.*)
 !bt