Equivalence of LASSO Regression and MAP Estimation with Laplacian Priors Problem Setup Suppose the likelihood function...
Equivalence of LASSO Regression and MAP Estimation with Laplacian Priors Problem Setup Suppose the likelihood function for a linear regression model follows a normal distribution for a single instance. Further assume that the prior distribution of w is Laplacian mean and scale b. Mathematically, with zero- lwil Finally, assume all data (až, yi) as well as model parameters(wi) are i d. Assignment Show that MAP estimation using the assumptions above is equivalent to LASSO regression. In other words, set up the equations for MAP estimation and reduce it to the form Report the value of λ that makes LASSO regression equivalent to MAP estimation