Linear Regression, Ridge Regression, Penalty, Loss, Cost Function.
Differentiate the objective function with respect to w: d/dw (SSR + alpha * ||w||²) = 0 d/dw ((y^Ty — 2y^TXw + w^TX^TXw) + (alpha * ||w||²)) Differentiate the first term SSR with respect to w. Note that SSR is y^Ty — 2y^TXw + w^TX^TXw. · Differentiating y^Ty with respect to w gives us 0 because it