Question: Given the predictors X1 = [1 2 4 6]T , X2 = [3 3 2 1]T and response Y = [1 3 4 3]T and
Given the predictors X1 = [1 2 4 6]T , X2 = [3 3 2 1]T and response Y = [1 3 4 3]T and a regularization constant = 0.5: 1. Compute w and b for ridge regression of Y on [X1X2]. You can use pythons numpy for inversion operators. What do the components of w tell us about the importance of the predictors? 2. What would be the predicted responses using the same regression model for a new sample z = (1, 1)? 3. What would be the predicted response of a standard multiple regression trained on the data above for a new sample z = (1, 1)?
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