Linear Regression, Ridge Regression, Penalty, Loss, Cost Function.
||w||² represents the L2 norm squared of w. · Differentiating alpha * ||w||² with respect to w gives us 2alpha * w. Combine the derivatives and set the equation equal to zero: -2y^TX + 2X^TXw + 2alpha * w = 0 Rearrange the equation: 2X^TXw + 2alpha * w = 2y^TX Factor out w: (X^TX + alpha * I)w =