lambda     0: weights [ 785.6  410.8   47.4 -214.5]  test RMSE 153.2
lambda    10: weights [ 721.6  400.9  101.9 -204.9]  test RMSE 153.8
lambda   100: weights [ 485.7  355.2  233.5 -148.9]  test RMSE 245.3
lambda  1000: weights [178.5 163.5 143.3 -41. ]  test RMSE 722.0
