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$\begingroup$ Thanks for responding, but I'm afraid that it does't answer my question. I've already read the thread that you linked, and mentioned in my question. My question was given t, how do we get the value of $\lambda$? The expressions at the beginning of your answer may provide a reverse way, but only for Ridge, as the other two don't have closed form solutions. $\endgroup$

yarnabrina
– yarnabrina

2019-05-07 03:20:16 +00:00
Commented May 7, 2019 at 3:20

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