Linear Regression, Ridge Regression, Penalty, Loss, Cost Function.
equal to zero. Let’s go through the derivation step by step. Start with the modified objective function: minimize: SSR + alpha * ||w||² Expand the SSR term: SSR = (y — Xw)^T(y — Xw) We can expand the equation using the properties of matrix multiplication and transpose: SSR = (y^T — (Xw)^T)(y — Xw)