ridge_regression.py
a2aa8d535d7bmaster

ridge_regression.py
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			# -- coding: utf-8 --
			"""Exercise 3.

			Ridge Regression
			"""

			import numpy as np


			def ridge_regression(y, tx, lambda_):
			"""implement ridge regression."""
			# ***************************************************
			# INSERT YOUR CODE HERE
			# ridge regression: TODO
			L = np.identity(tx.shape[1])
			# L[0][0] = 0
			#X = np.transpose(tx)@tx
			#Y = np.transpose(tx)@y
			#w = np.linalg.pinv(X)@Y
			a = np.transpose(tx)@tx + 2len(y)lambda_*L
			b = np.transpose(tx)@y

			return np.linalg.solve(a,b)