Question: when increasing the regularization parameter in the regularized least square problemmin w 1/2 w y 2 + 2 w 2 2 , where y =

when increasing the regularization parameter in the regularized least square problemmin_w 1/2 w y ²+ 2 w ₂² ,

where y = (y1, . . . , yn) R n , = ((x1), . . . , (xn)) RMn , the magnitude of the optimal solution will decrease. Let the optimal solution w be w = (I + )1^T y.

show that the Euclidean norm of the optimal solution w will decrease as increases.

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