Yet another Example

Let us assume we have a data set with outputs/targets given by the vector

$$ \boldsymbol{y}=\begin{bmatrix}4 \\ 2 \\3\end{bmatrix}, $$

and our inputs as a \( 3\times 2 \) design matrix

$$ \boldsymbol{X}=\begin{bmatrix}2 & 0\\ 0 & 1 \\ 0 & 0\end{bmatrix}, $$

meaning that we have two features and two unknown parameters \( \beta_0 \) and \( \beta_1 \) to be determined either by ordinary least squares, Ridge or Lasso regression.