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What is the gradient of the least squares loss with regularization? This classifier is actually called...

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Advance Math

  1. What is the gradient of the least squares loss withregularization? This classifier is actually called ridgeregression. Hint: Recall the least squares loss for a given pointxi is (yi-(wTxi+w0))^2 .The regularized loss wouldbe (yi-(wTxi+w0))2+||w||^2. Now write this out for three coordinatedata where w=(w1,w2,w3) and xi=(xi1,xi2,xi3)and solve df/dw1without and with regularization.

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4.3 Ratings (883 Votes)
Least Squares loss for a point is given byAnd the regularized loss is given byWriting in 3 coordinate form we haveNow    See Answer
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