Question: Background In this section, A E Rnxd is a n x d matrix, and b E R is an n-dimensional vector. In lecture, we claimed

Background

Background In this section, A E Rnxd is a n x d

In this section, A E Rnxd is a n x d matrix, and b E R" is an n-dimensional vector. In lecture, we claimed that the minimizer of the ridge regression objective function J(W) := 1Aw - 6/13 + X1/20113 (when > > 0) is always unique, even when A A is not invertible. The reason we gave for this was that AT A + Al is always invertible. Why is this the case

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