frank5487 / ridge-regression

ridge regression

points and images

rng(97922758)

X3 = [-10; -8; -6; -4; -2; 2; 4; 6; 8; 10; -9; -7; -5; -3; -1; 1; 3; 5; 7; 9]; y3 = [-3; 1; 0; 0; 1.5; 4; 6; 5; 1; 8; -2.5; 0.5; 1.5; -1; -0.5; 3.5; 5.5; 2.5; 4.5; 5];

X13 = 15 * randn(50,1); ww13 = 1; y13 = X13 * ww13 + 10 * randn(50,1) + 20;

X8 = 10 * randn(50,2); ww = [1; 2]; y8 = X8 * ww + 10 * randn(50,1) + 10;

X10 = 10 * randn(100,2); ww2 = [1; 2]; y10 = X10 * ww2 + 10 * randn(100,1) + 15;

X20 = randn(50,30); ww20 = [0; 2; 0; -3; 0; -4; 1; 0; 2; 0; 2; 3; 0; -5; 6; 0; 1; 2; 0; 10; 0; 0; 3; 4; 5; 0; 0; -6; -8; 0]; y20 = X20 * ww20 + randn(50,1) * 0.1 + 5;