Reproduce Double Descent in Linear Regression

Problem: Recreate Double Descent in Linear Regression Using Python and/or PyTorch, demonstrate the double descent effect in the basic linear regression setting and explain the behavior shown by your experiment. Background Work with synthetic observations generated according to: \[ y = X w^* + \epsilon \] Here: \(X\) is a feature matrix whose entries are drawn from a Gaussian distribution; \(w^*\) denotes the true linear coefficient vector; \(\epsilon\) is Gaussian noise;…