Question: Machine Learning Theoretical Problem : 2. (Textbook 6.3 +6.4, 20 pt) Consider the ridge regression (ridge regression) k-1 with tuning parameter > 0 and the
Machine Learning Theoretical Problem
:
2. (Textbook 6.3 +6.4, 20 pt) Consider the ridge regression (ridge regression) k-1 with tuning parameter > 0 and the constrained version of LASSO min Y -X8 fs 7 (LASSO) s.t. !" with tuning parameter s > 0, As and s increases from 0 respectively, indicate which of (i) to (v) is correct for: (a) training RSS, (b) test RSS, (c) variance, and (d) (squared) bias. Justify your answer. 2. (Textbook 6.3 +6.4, 20 pt) Consider the ridge regression (ridge regression) k-1 with tuning parameter > 0 and the constrained version of LASSO min Y -X8 fs 7 (LASSO) s.t. !" with tuning parameter s > 0, As and s increases from 0 respectively, indicate which of (i) to (v) is correct for: (a) training RSS, (b) test RSS, (c) variance, and (d) (squared) bias. Justify your
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