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Опечатка в формуле Ridge regression #1

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borislavbreusenko opened this issue May 2, 2023 · 1 comment
Open

Опечатка в формуле Ridge regression #1

borislavbreusenko opened this issue May 2, 2023 · 1 comment

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@borislavbreusenko
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В финальной формуле весов не хватает домножения на $X^T$. Должно быть:
$$\widehat{w}=(X^T X - \lambda I)^{-1} X^Ty$$

@siri3us
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siri3us commented May 6, 2023

Спасибо! Поправлю

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