Question: 2. Ordinary least squares to implement ridge regression: Show that by using X = [AI(PXP) * = O(px1) we have BLS = (X X) -1Xy


2. Ordinary least squares to implement ridge regression: Show that by using X = [AI(PXP) * = O(px1) we have BLS = (X X) -1Xy =Bridge 3. Consider the elastic net optimization problem: min lly - XB13 + A[(1 -@) |18113 + allBll1]. B Show that by using augmented versions of matrices X and y, you can solve the elastic net problem as a lasso regession problem of the form min | |y - XB13 + AllBll1. B Find the augmented matrices y, X, and the constant 1. Hint: Use the results obtained in problem 2
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