Problem 5. Let S = (S₁, ..., Sn) € Rmxn and ye Rm. In the lecture, we derive the following gradient descent for linear regression xk+1 = x² + = (y

- Sxk) m Assume there exists x* € R" such that Sx* = y. Show that xx (In-nSTS/m)'(xº-x*), where In, is the identity matrix in Rnxn MST (10 marks)