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MediumOptimizationop-074

Ridge Path Value

Problem

Evaluate the 1D ridge regression solution along the regularization path.

Return sum(xi * yi) / (sum(xi ** 2) + lam). An empty input returns 0.0. Larger lam shrinks the coefficient toward zero.

Hint

Ridge adds lam to the Gram diagonal, which for one feature is sum(xi ** 2).

Test cases

case 1
in: [[1,2,3],[2,4,6],0]
expected: 2
case 2
in: [[1,2,3],[2,4,6],5]
expected: 1.4736842105263157
case 3
in: [[1,1],[1,-1],2]
expected: 0
case 4
in: [[],[],1]
expected: 0
Starter codePython
def ridge_path_value(X, y, lam):
    # Your code here
    pass

4 test cases · run your code against them in the editor