updating lecture notes
This commit is contained in:
Binary file not shown.
Binary file not shown.
File diff suppressed because it is too large
Load Diff
@@ -1204,7 +1204,7 @@ eigenvalues ordered in a descending way, that is <span class="math notranslate n
|
||||
<p>In this case the standard OLS results in</p>
|
||||
<div class="math notranslate nohighlight">
|
||||
\[
|
||||
\boldsymbol{\theta}^{\mathrm{OLS}} = \boldsymbol{X}^T\boldsymbol{y}=\sum_{i=0}^{n-1}\boldsymbol{u}_i\boldsymbol{u}_i^T\boldsymbol{y},
|
||||
\boldsymbol{\theta}^{\mathrm{OLS}} = \boldsymbol{X}^T\boldsymbol{y},
|
||||
\]</div>
|
||||
<p>and</p>
|
||||
<div class="math notranslate nohighlight">
|
||||
@@ -1214,7 +1214,7 @@ eigenvalues ordered in a descending way, that is <span class="math notranslate n
|
||||
<p>that is the Ridge estimator scales the OLS estimator by the inverse of a factor <span class="math notranslate nohighlight">\(1+\lambda\)</span>, and
|
||||
the Ridge estimator converges to zero when the hyperparameter goes to
|
||||
infinity.</p>
|
||||
<p>We will come back to more interpreations after we have gone through some of the statistical analysis part.</p>
|
||||
<p>We will come back to more interpretions after we have gone through some of the statistical analysis part.</p>
|
||||
<p>For more discussions of Ridge and Lasso regression, <a class="reference external" href="https://arxiv.org/abs/1509.09169">Wessel van Wieringen’s</a> article is highly recommended.
|
||||
Similarly, <a class="reference external" href="https://arxiv.org/abs/1803.08823">Mehta et al’s article</a> is also recommended.</p>
|
||||
</section>
|
||||
|
||||
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user