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MMLU / Suppose we have the following objective function: …

Problem

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question

Suppose we have the following objective function: $\argmin_{w} \frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\gamma \norm{w}^2_2$ What is the gradient of $\frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\lambda \norm{w}^2_2$ with respect to ww?
Plain-text mathematical notation (without MathML)
Suppose we have the following objective function: $\argmin_{w} \frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\gamma \norm{w}^2_2$ What is the gradient of $\frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\lambda \norm{w}^2_2$ with respect to w?
Original LaTeX notation
Suppose we have the following objective function: $\argmin_{w} \frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\gamma \norm{w}^2_2$ What is the gradient of $\frac{1}{2} \norm{Xw-y}^2_2 + \frac{1}{2}\lambda \norm{w}^2_2$ with respect to $w$?

choices

  1. $\nabla_w f(w) = (X^\top X + \lambda I)w - X^\top y + \lambda w$
  2. $\nabla_w f(w) = X^\top X w - X^\top y + \lambda$
  3. $\nabla_w f(w) = X^\top X w - X^\top y + \lambda w$
  4. $\nabla_w f(w) = X^\top X w - X^\top y + (\lambda+1) w$

subject

machine_learning

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