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linear_regression_class/l1_regularization.py

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# true weights - only the first 3 dimensions of X affect Y
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true_w = np.array([1, 0.5, -0.5] + [0]*(D - 3))
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# generate Y - add noise with variance 0.5
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# generate Y - add noise
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Y = X.dot(true_w) + np.random.randn(N)*0.5
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# perform gradient descent to find w

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