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 Solvers10
Suggested Problems
-
Create a cell array out of a struct
2423 Solvers
-
Project Euler: Problem 9, Pythagorean numbers
1385 Solvers
-
Arrange vector in ascending order
817 Solvers
-
Moving average (variable kernel length)
136 Solvers
-
739 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.