Chapter 6: Exercise 7 about stat-learning

[jdavis]

I was given this problem in my machine learning class this past semester. Here's what I came up with for solutions (screenshot of LaTeX for ease):

Ridge Regression posterior mean mode:

Lasso posterior mode:

The LaTeX code can be found here for Ridge and here for Lasso.

The lasso solution is a bit wordy because I solved it first and it helped me learn the material; I could cut it down for your repo (as well as the Ridge solution).

I'd love to make a pull request to add it to your solutions, just let me know 😄

[asadoughi]

Cool. I don't have time to check this today, but feel free to make a pull request with the appropriate RMarkdown and related MD and HTML output files and I'll get to it as soon as I can. If you're not familiar with RMarkdown, check out http://www.rstudio.com/ide/docs/authoring/using_markdown. You should be able to just surround the LaTeX with $$ to make it work.