mirror of
https://github.com/janishutz/eth-summaries.git
synced 2026-04-28 16:19:23 +02:00
[IML] class., cont.
This commit is contained in:
@@ -37,8 +37,8 @@ $$
|
||||
\textbf{Multiple Linear Regression} directly uses the $x \in \R^d$. \\
|
||||
Here, $F_\text{affine} = \bigl\{ f(x) = w^\top x + w_0 \big| w \in \R^d, w_0 \in \R \bigr\}$.
|
||||
|
||||
Why are we using linear functions instead?\\
|
||||
{\scriptsize
|
||||
\remark Why are we using linear functions instead?\\
|
||||
{\footnotesize\color{gray}
|
||||
Any estimator $f \in F_\text{affine}$ can be rewritten as $f\bigl((x,1)\bigr) = (w,w_0)^\top\cdot(x,1)$,
|
||||
thus we can augment the inpurs $x \mapsto (x,1)$ and \\
|
||||
instead search in $F_\text{linear} = \{ f(x) = \hat{w}^\top x | \hat{w} \in \R^{d+1} \}$
|
||||
@@ -99,5 +99,3 @@ Which yields the \textbf{Normal Equation} from linear algebra.
|
||||
$$
|
||||
X^\top X\hat{w} = X^\top y
|
||||
$$
|
||||
|
||||
|
||||
|
||||
Reference in New Issue
Block a user