NB: this post uses D for the input x and H for the output y. This confused me quite a bit since usually in ML we use D for the data (pairs of x and y) and H for

NB: this post uses D for the input x and H for the output y. This confused me quite a bit since usually in ML we use D for the data (pairs of x and y) and H for the model (in most cases the parameters, the betas in this example).