mirror of
https://github.com/janishutz/eth-summaries.git
synced 2026-04-28 16:19:23 +02:00
11 lines
575 B
TeX
11 lines
575 B
TeX
\subsection{Linear Least Squares}
|
|
\bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$.
|
|
|
|
\bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$.
|
|
|
|
\bi{Prob. sol.}: $\text{argmax} p(\vec{x} \divider \vec{z})$ with
|
|
\begin{itemize}
|
|
\item \bi{Max. Like} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) = \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
|
|
\item \bi{M a Post} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) p(\vec{x}) = p(\vec{x}) \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
|
|
\end{itemize}
|