Question: Coordinate Descent for Linear Regression problem.Please prove the following update rulein (a) and (b). [5 points]. Coordinate Descent for Linear Regression. We would like to

Coordinate Descent for Linear Regression problem.Please prove the following update rulein (a) and (b).

Coordinate Descent for Linear Regression problem.Please prove the following update rulein (a)

[5 points]. Coordinate Descent for Linear Regression. We would like to solve the following linear regression problem M minimize >(y() - wTx())2, (2) i=1 where w E RVXI and x() E RVx1 using coordinate descent. a) [2 points]. In the current iteration, wx is selected for update. Please prove the following update rule: Wk (8) {N ?'IFYA b) [3 points]. Prove that the following update rule for wk is equivalent to Eq. (3). wold (4) Wk Li=1 2k. old + Wk " (5) p(i)

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