Matrix Chain Rule Example 2 Typo?


#1

At the end of the derivation we have 2b^T I X = 2 (Xw - y)^T X^T.

Can someone clarify if the X transpose at the end is a typo? Because the dimensions doesn’t seem right. namely, (Xw - y)^T is (m, 1) and X^T is (n, m).


#2

Yes, that’s a typo. Thanks for pointing it out. Fixed it on the course website.