Question: 5.6 Starting with the regularized cost function Er(w) = 3 (a(i) w$(1)2 + + xlw do the following: (a) Show that the addition of the

5.6 Starting with the regularized cost function Er(w) = 3 (a(i) w$(1)2 + + xlw do the following: (a) Show that the addition of the regularization term ||w| has no effect whatsoever on the composition of the RLS algorithm, as summarized in Section 5.6. (b) The only effect of introducing the regularization term is to modify the expression for the correlation matrix of the input data into the form R(n) = (14%() +11 where I is the identity matrix. Verify this new formulation of the correlation matrix R(n), and justify the practical benefit gained by introducing regularization. 5.6 Starting with the regularized cost function Er(w) = 3 (a(i) w$(1)2 + + xlw do the following: (a) Show that the addition of the regularization term ||w| has no effect whatsoever on the composition of the RLS algorithm, as summarized in Section 5.6. (b) The only effect of introducing the regularization term is to modify the expression for the correlation matrix of the input data into the form R(n) = (14%() +11 where I is the identity matrix. Verify this new formulation of the correlation matrix R(n), and justify the practical benefit gained by introducing regularization
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