The OLS case

For ordinary least squares (OLS) we know that the optimal solution is

$$\hat{\boldsymbol{\beta}}^{\mathrm{OLS}}=\left( \boldsymbol{X}^T\boldsymbol{X}\right)^{-1}\boldsymbol{X}^T\boldsymbol{y}.$$

Inserting the above values we obtain that

$$\hat{\boldsymbol{\beta}}^{\mathrm{OLS}}=\begin{bmatrix}2 \\ 2\end{bmatrix},$$

The code which implements this simpler case is presented after the discussion of Ridge and Lasso.

• «
• 1
• ...
• 34
• 35
• 36
• 37
• 38
• 39
• 40
• 41
• 42
• 43
• 44
• 45
• 46
• 47
• 48
• 49
• »