Linear Regression, Ridge Regression, Penalty, Loss, Cost Function.
= y^Ty — y^TXw — (Xw)^Ty + (Xw)^TXw Since (Xw)^T = w^TX^T (transpose of a product is the product of transposes in reverse order): SSR = y^Ty — y^TXw — w^TX^Ty + w^TX^TXw Using the properties of matrix transpose, we can rewrite w^TX^Ty as (w^TX^Ty)^T = y^TXw SSR = y^Ty — 2y^TXw + w^TX^TXw