 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2021/ii/paper-4/13j/a/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

Differentiating the ridge objective gives

(X^{T} X + λ I) β = X^{T} Y

, hence

μ = X (X^{T} X + λ I)^{- 1} X^{T} Y = H_{λ} Y

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