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Morten Hjorth-Jensen 5d8ff115a4 update week 36
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<!-- navigation toc: --> <li><a href="._week36-bs051.html#ridge-and-lasso-regression" style="font-size: 80%;">Ridge and LASSO Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs053.html#deriving-the-ridge-regression-equations" style="font-size: 80%;">Deriving the Ridge Regression Equations</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs011.html#basic-math-of-the-svd" style="font-size: 80%;">Basic math of the SVD</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs012.html#the-svd-a-fantastic-algorithm" style="font-size: 80%;">The SVD, a Fantastic Algorithm</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs013.html#economy-size-svd" style="font-size: 80%;">Economy-size SVD</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs014.html#codes-for-the-svd" style="font-size: 80%;">Codes for the SVD</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs015.html#note-about-svd-calculations" style="font-size: 80%;">Note about SVD Calculations</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs017.html#example-matrix" style="font-size: 80%;">Example Matrix</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs018.html#setting-up-the-matrix-to-be-inverted" style="font-size: 80%;">Setting up the Matrix to be inverted</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs020.html#back-to-ridge-and-lasso-regression" style="font-size: 80%;">Back to Ridge and LASSO Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs057.html#interpreting-the-ridge-results" style="font-size: 80%;">Interpreting the Ridge results</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs059.html#deriving-the-lasso-regression-equations" style="font-size: 80%;">Deriving the Lasso Regression Equations</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs024.html#optimization-and-gradient-descent-the-central-part-of-any-machine-learning-algortithm" style="font-size: 80%;">Optimization and gradient descent, the central part of any Machine Learning algortithm</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs025.html#reminder-on-newton-raphson-s-method" style="font-size: 80%;">Reminder on Newton-Raphson's method</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs027.html#simple-geometric-interpretation" style="font-size: 80%;">Simple geometric interpretation</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs029.html#steepest-descent" style="font-size: 80%;">Steepest descent</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs032.html#the-sensitiveness-of-the-gradient-descent" style="font-size: 80%;">The sensitiveness of the gradient descent</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs036.html#more-on-convex-functions" style="font-size: 80%;">More on convex functions</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs037.html#some-simple-problems" style="font-size: 80%;">Some simple problems</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs038.html#revisiting-ordinary-least-squares" style="font-size: 80%;">Revisiting Ordinary Least Squares</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs043.html#gradient-descent-example" style="font-size: 80%;">Gradient descent example</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs040.html#the-derivative-of-the-cost-loss-function" style="font-size: 80%;">The derivative of the cost/loss function</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs041.html#the-hessian-matrix" style="font-size: 80%;">The Hessian matrix</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs043.html#gradient-descent-example" style="font-size: 80%;">Gradient Descent Example</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs044.html#gradient-descent-and-ridge" style="font-size: 80%;">Gradient descent and Ridge</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs045.html#the-hessian-matrix-for-ridge-regression" style="font-size: 80%;">The Hessian matrix for Ridge Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs046.html#program-example-for-gradient-descent-with-ridge-regression" style="font-size: 80%;">Program example for gradient descent with Ridge Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs047.html#using-gradient-descent-methods-limitations" style="font-size: 80%;">Using gradient descent methods, limitations</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs048.html#material-for-lab-sessions-sessions-tuesday-and-wednesday" style="font-size: 80%;">Material for lab sessions sessions Tuesday and Wednesday</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs049.html#linear-regression-and-the-svd" style="font-size: 80%;">Linear Regression and the SVD</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs050.html#what-does-it-mean" style="font-size: 80%;">What does it mean?</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs051.html#ridge-and-lasso-regression" style="font-size: 80%;">Ridge and LASSO Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs052.html#from-ols-to-ridge-and-lasso" style="font-size: 80%;">From OLS to Ridge and Lasso</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs053.html#deriving-the-ridge-regression-equations" style="font-size: 80%;">Deriving the Ridge Regression Equations</a></li>
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<!-- navigation toc: --> <li><a href="._week36-bs055.html#comparison-with-ols" style="font-size: 80%;">Comparison with OLS</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs056.html#svd-analysis" style="font-size: 80%;">SVD analysis</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs057.html#interpreting-the-ridge-results" style="font-size: 80%;">Interpreting the Ridge results</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs058.html#more-interpretations" style="font-size: 80%;">More interpretations</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs059.html#deriving-the-lasso-regression-equations" style="font-size: 80%;">Deriving the Lasso Regression Equations</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs060.html#simple-example-to-illustrate-ordinary-least-squares-ridge-and-lasso-regression" style="font-size: 80%;">Simple example to illustrate Ordinary Least Squares, Ridge and Lasso Regression</a></li>
<!-- navigation toc: --> <li><a href="._week36-bs061.html#ridge-regression" style="font-size: 80%;">Ridge Regression</a></li>
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<h1>Week 36: Linear Regression and Gradient descent</h1>
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<b>Morten Hjorth-Jensen</b>
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<b>Department of Physics, University of Oslo, Norway</b>
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<h4>September 1-5, 2025</h4>
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