5. 对模型超参数进行调优(调参)
岭回归
J(w)=∑i=1N(yi−w0−∑j=1pwjxij)2+λ∑j=1pwj2(λ≥0)w^=(XTX+λI)−1XTY J(w) = \sum_{i=1}^{N}(y_i-w_0-\sum_{j=1}^{p}w_jx_{ij})^2+\lambda \sum_{j=1}^{p}w^2_j (\lambda \ge 0) \\ \hat{w} = (X^TX+\lambda I)^{-1}X^TY J(w)=i=1∑N(yi−w0−j=1∑pwjxij)2+λj=1∑pw