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| author | Thibaut Horel <thibaut.horel@gmail.com> | 2012-10-30 16:48:49 +0100 |
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| committer | Thibaut Horel <thibaut.horel@gmail.com> | 2012-10-30 16:50:02 +0100 |
| commit | 0e9a9b8bf0104b573d04cca4438b905022a4ea06 (patch) | |
| tree | be49d112b02bd1cbdba83bce6ba4e02232a8aa85 /problem.tex | |
| parent | 2d54b5d27ffd2782aec0bab8200b5b9e55585805 (diff) | |
| download | recommendation-0e9a9b8bf0104b573d04cca4438b905022a4ea06.tar.gz | |
Cleanup of the main section
Diffstat (limited to 'problem.tex')
| -rw-r--r-- | problem.tex | 2 |
1 files changed, 1 insertions, 1 deletions
diff --git a/problem.tex b/problem.tex index db7108b..f5917f2 100644 --- a/problem.tex +++ b/problem.tex @@ -46,7 +46,7 @@ problem: This optimization, commonly known as \emph{ridge regression}, reduces to a least squares fit for $\mu=\infty$. For finite $\mu$, ridge regression acts as a sort of ``Occam's razor'', favoring a \emph{parsimonious} model for $\beta$: among two vectors with the same square error, the one with the smallest norm is preferred. This is consistent with the Gaussian prior on $\beta$, which implies that vectors with small norms are more likely. %In practice, ridge regression is known to give better prediction results over new data than model parameters computed through a least squares fit. -\subsection{A Budgeted Auction} +\subsection{A Budgeted Auction}\label{sec:auction} TODO Explain the optimization problem, why it has to be formulated as an auction problem. Explain the goals: |
