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对应<机器学习实战>P146的岭回归公式
另外注意:
根据参考文献可知:
Z is assumed to be standardized (mean 0, unit variance) (标准化)
y is assumed to be centered(必须减去平均值)
参考:
https://arxiv.org/pdf/1509.09169.pdf
http://statweb.stanford.edu/~tibs/sta305files/Rudyregularization.pdf