\begin{figure}
    \centering
    \begin{tikzpicture}[every node/.style={minimum size=0.7cm},on grid,scale=0.45,transform shape]
    
    \node at (1, 1) {\scalebox{1.5}{Iteration 0}};
    
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax1) at (0,0) {\scalebox{1.25}{\(\bx_1^\top\)}};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax2) at (0,-0.7) {\scalebox{1.25}{\(\bx_2^\top\)}};
    \node (kaxdots1) at (0,-1.3) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxi) at (0,-2.1) {\scalebox{1.25}{\(\bx_i^\top\)}};
    \node (kaxdots2) at (0,-2.7) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxn) at (0,-3.5) {\scalebox{1.25}{\(\bx_n^\top\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay1) at (2,0) {\scalebox{1.25}{\(y_1\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay2) at (2,-0.7) {\scalebox{1.25}{\(y_2\)}};
    \node (kaydots1) at (2,-1.3) {\(\vdots\)};
    \node[draw,CornflowerBlue,minimum width=1.5cm, minimum height=0.7cm] (kayi) at (2,-2.1) {\scalebox{1.25}{\( 0 \)}};
    \node (kaydots2) at (2,-2.7) {\(\vdots\)};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kayn) at (2,-3.5) {\scalebox{1.25}{\(y_n\)}};
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kax1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kaxn.south east);
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kay1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kayn.south east);
    
    \node (feat-gd-aug) at (0, -4.3) {\scalebox{1.25}{\(\mathbf{X}\)}};
    \node [CornflowerBlue] (resp-gd-aug) at (2, -4.3) {\scalebox{1.25}{\(\widetilde{\mathbf{y}}_{0}\)}};
    
    \node [CornflowerBlue] (aug0) at (0.25,-5.5) {\scalebox{1.25}{\(\widetilde{\bbeta}_{0, -i}\)}};
    
    \draw[arrow] (feat-gd-aug) -- (aug0);
    \draw[arrow] (resp-gd-aug) -- (aug0);
    
    \node at (1,-5.5) {\scalebox{1.25}{\(=\)}};

    \node (loo0) at (1.75,-5.5) {\scalebox{1.25}{\(\hat{\bbeta}_{0, -i}\)}};

    \node at (5.5, 1) {\scalebox{1.5}{Iteration 1}};
    
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax1) at (4.5,0) {\scalebox{1.25}{\(\bx_1^\top\)}};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax2) at (4.5,-0.7) {\scalebox{1.25}{\(\bx_2^\top\)}};
    \node (kaxdots1) at (4.5,-1.3) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxi) at (4.5,-2.1) {\scalebox{1.25}{\(\bx_i^\top\)}};
    \node (kaxdots2) at (4.5,-2.7) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxn) at (4.5,-3.5) {\scalebox{1.25}{\(\bx_n^\top\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay1) at (6.5,0) {\scalebox{1.25}{\(y_1\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay2) at (6.5,-0.7) {\scalebox{1.25}{\(y_2\)}};
    \node (kaydots1) at (6.5,-1.3) {\(\vdots\)};
    \node[draw,CornflowerBlue,minimum width=1.5cm, minimum height=0.7cm] (kayi) at (6.5,-2.1) {\( \bx_i^\top \widetilde{\bbeta}_{1, -i} \)};
    \node (kaydots2) at (6.5,-2.7) {\(\vdots\)};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kayn) at (6.5,-3.5) {\scalebox{1.25}{\(y_n\)}};
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kax1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kaxn.south east);
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kay1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kayn.south east);
    
    \node (feat-gd-aug) at (4.5, -4.3) {\scalebox{1.25}{\(\mathbf{X}\)}};
    \node [CornflowerBlue] (resp-gd-aug) at (6.5, -4.3) {\scalebox{1.25}{\(\widetilde{\mathbf{y}}_{1}\)}};
    
    \node [CornflowerBlue] (aug1) at (4.75,-5.5) {\scalebox{1.25}{\(\widetilde{\bbeta}_{1, -i}\)}};
    
    \draw[arrow] (feat-gd-aug) -- (aug1);
    \draw[arrow] (resp-gd-aug) -- (aug1);
    
    \node at (5.5,-5.5) {\scalebox{1.25}{\(=\)}};

    \node (loo1) at (6.25,-5.5) {\scalebox{1.25}{\(\hat{\bbeta}_{1, -i}\)}};

    \node at (10, 1) {\scalebox{1.5}{Iteration 2}};
    
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax1) at (9,0) {\scalebox{1.25}{\(\bx_1^\top\)}};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax2) at (9,-0.7) {\scalebox{1.25}{\(\bx_2^\top\)}};
    \node (kaxdots1) at (9,-1.3) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxi) at (9,-2.1) {\scalebox{1.25}{\(\bx_i^\top\)}};
    \node (kaxdots2) at (9,-2.7) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxn) at (9,-3.5) {\scalebox{1.25}{\(\bx_n^\top\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay1) at (11,0) {\scalebox{1.25}{\(y_1\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay2) at (11,-0.7) {\scalebox{1.25}{\(y_2\)}};
    \node (kaydots1) at (11,-1.3) {\(\vdots\)};
    \node[draw,CornflowerBlue,minimum width=1.5cm, minimum height=0.7cm] (kayi) at (11,-2.1) {\( \bx_i^\top \widetilde{\bbeta}_{2, -i} \)};
    \node (kaydots2) at (11,-2.7) {\(\vdots\)};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kayn) at (11,-3.5) {\scalebox{1.25}{\(y_n\)}};
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kax1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kaxn.south east);
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kay1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kayn.south east);
    
    \node (feat-gd-aug) at (9, -4.3) {\scalebox{1.25}{\(\mathbf{X}\)}};
    \node [CornflowerBlue] (resp-gd-aug) at (11, -4.3) {\scalebox{1.25}{\(\widetilde{\mathbf{y}}_{2}\)}};
    
    \node [CornflowerBlue] (aug2) at (9.25,-5.5) {\scalebox{1.25}{\(\widetilde{\bbeta}_{2, -i}\)}};
    
    \draw[arrow] (feat-gd-aug) -- (aug2);
    \draw[arrow] (resp-gd-aug) -- (aug2);
    
    \node at (10,-5.5) {\scalebox{1.25}{\(=\)}};

    \node (loo2) at (10.75,-5.5) {\scalebox{1.25}{\(\hat{\bbeta}_{2, -i}\)}};

    \node (kaxdots1) at (12.35,-2.1) {\(\hdots\)};

    \node at (15, 1) {\scalebox{1.5}{Iteration k}};
    
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax1) at (14,0) {\scalebox{1.25}{\(\bx_1^\top\)}};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kax2) at (14,-0.7) {\scalebox{1.25}{\(\bx_2^\top\)}};
    \node (kaxdots1) at (14,-1.3) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxi) at (14,-2.1) {\scalebox{1.25}{\(\bx_i^\top\)}};
    \node (kaxdots2) at (14,-2.7) {\(\vdots\)};
    \node[draw,minimum width=2cm, minimum height=0.7cm] (kaxn) at (14,-3.5) {\scalebox{1.25}{\(\bx_n^\top\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay1) at (16,0) {\scalebox{1.25}{\(y_1\)}};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kay2) at (16,-0.7) {\scalebox{1.25}{\(y_2\)}};
    \node (kaydots1) at (16,-1.3) {\(\vdots\)};
    \node[draw,CornflowerBlue,minimum width=1.5cm, minimum height=0.7cm] (kayi) at (16,-2.1) {\( \bx_i^\top \widetilde{\bbeta}_{k, -i} \)};
    \node (kaydots2) at (16,-2.7) {\(\vdots\)};
    \node[draw,minimum width=1.5cm, minimum height=0.7cm] (kayn) at (16,-3.5) {\scalebox{1.25}{\(y_n\)}};
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kax1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kaxn.south east);
    
    \draw[gray] ([xshift=-0.01cm, yshift=0.01cm]kay1.north west) rectangle ([xshift=0.01cm, yshift=-0.01cm]kayn.south east);
    
    \node (feat-gd-aug) at (14, -4.3) {\scalebox{1.25}{\(\mathbf{X}\)}};
    \node [CornflowerBlue] (resp-gd-aug) at (16, -4.3) {\scalebox{1.25}{\(\widetilde{\mathbf{y}}_{k}\)}};
    
    \node [CornflowerBlue] (kestiter1) at (14.25,-5.5) {\scalebox{1.25}{\(\widetilde{\bbeta}_{k, -i}\)}};
    
    \draw[arrow] (feat-gd-aug) -- (kestiter1);
    \draw[arrow] (resp-gd-aug) -- (kestiter1);
    
    \node at (15,-5.5) {\scalebox{1.25}{\(=\)}};

    \node (looiter1) at (15.75,-5.5) {\scalebox{1.25}{\(\hat{\bbeta}_{k, -i}\)}};

    \end{tikzpicture}
    
    \caption{
        Illustration of the modified augmentation system. 
    }
    \label{fig:modified-augmentation}
\end{figure}