“…where x i ∈ R 100 is an input vector, x i ∼ N (0, Σ), covariance matrix Σ = 0.5 |i−j| , 1 ≤ i, j ≤ n, coefficient vector w ∈ R 100 , where w(1 : 8) = (10,9,8,7,6,5,4, 0.5) , and w(9 : 100) = (0, 0, ..., 0). is standardized normal random error, and sample number n. If p(y i = 1|x i ) ≥ 0.5, let y i = 1, else, y i = −1.…”