ctgk / PRML

PRML algorithms implemented in Python
MIT License
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Ridge Regression's formula issue #20

Open hntee opened 5 years ago

hntee commented 5 years ago

In ridge_regression.py , wrote w* = argmin |t - X @ w| + alpha * |w|_2^2.

But according to https://en.wikipedia.org/wiki/Tikhonov_regularization , the loss is in second order.

Did I miss something?