HW8 - (Computer Exercise) Faculty of Computers and...

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Unformatted text preview: (Computer Exercise) Faculty of Computers and Information Faculty Department of Computer Science Pattern Recognition 1 1. Prove that in the centered model, i.e., Xc = X1 − n JX1 , 1′ Xc = 0. 2. For the centered model, prove that (X′ X) −1 = 1/n 0′ ′ 0 (Xc Xc )−1 3. Prove that different linear transformations for two r.v. will preserve ρ. 4. Consider the previous homework regression problem: Y = sin X + ε. For N = 50, use a regularized model with p = 20. • Use the large testing set to select the value of best λ. • Compare the best model to the best model obtained from the previous homework using nested stepwise regression. • For each λ, plot the value of each βi , i = 1, . . . , p. ...
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This note was uploaded on 01/06/2011 for the course IT 342 taught by Professor Waleeda.yousef during the Spring '10 term at Helwan University, Helwan.

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