3.3 () Consider a data set in which each data point tn is associated with a weighting factor rn > 0, so that the sum-of-squares error function becomes ED(w) =

1 2

N n=1 rn



tn − wTφ(xn)

2

. (3.104)

Find an expression for the solution w
that minimizes this error function. Give two alternative interpretations of the weighted sum-of-squares error function in terms of

(i) data dependent noise variance and (ii) replicated data points.