Question: Consider the linear regression problem: min ||Xw - y||2, (1) WER where X e Rrxd, y ER, n is the number of training examples and

Consider the linear regression problem: min ||Xw - y||2, (1) WER

Consider the linear regression problem: min ||Xw - y||2, (1) WER where X e Rrxd, y ER", n is the number of training examples and d is the number of features. For simplicity we omitted the bias. Now suppose we perturb each feature independently, and we are interested in solving the robust linear regression problem: min ||(X + Zw-y|l2, (2) WER. Vj, ||zj|l2

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