Given a predictor data matrix X of size
, target variable vector y of size
and a shrinkage factor λ (scalar) (ridge regularization), write the function to compute linear regression model coefficients β
to model the data. The data has n observations, p predictor variables in the X matrix
The model is defines as:
where sigma is gaussian noise.
(Hint: search on google for closed form solution of a linear regression problem)
Solution Stats
Problem Comments
2 Comments
Solution Comments
Show comments
Loading...
Problem Recent Solvers12
Suggested Problems
-
Given an unsigned integer x, find the largest y by rearranging the bits in x
2058 Solvers
-
Test if a Number is a Palindrome without using any String Operations
256 Solvers
-
281 Solvers
-
421 Solvers
-
Longest run of consecutive numbers
6671 Solvers
Problem Tags
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
Yuvraj, this problem looks interesting, and I was looking forward to learning about ridge regularization. I suggest that you remove the code from the function template: you are giving us the answer! Also, several Cody players have recommended at least four tests to discourage lookup table solutions and other cheats.
The test suite's incorrect: the matrix inversion in the ridge estimator is missing.