Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Linear Regression Linear model prediction: = wo + W1x1 + w2x2 + ... + Wnxn Vectorized form: = hw(x) = w x Mean Square Error

image text in transcribedimage text in transcribedimage text in transcribed

Linear Regression Linear model prediction: = wo + W1x1 + w2x2 + ... + Wnxn Vectorized form: = hw(x) = w x Mean Square Error (MSE) cost function: (i y(i Normal Equation (closed-form solution): W = (XT X)-1.8T W: the value of that minimizes the cost function X : the training data set y: the vector of target values containing y(1) to y (m) Complexity: 0(n3) os for linear regression, is 1 In lecture above Using MSE the cost function, thon get the norinal equation ce closed-form solution) Prove that the closed-form solution for Ridge Regression W = (1 + X'Xx.y (where I is the identity matrix) X=(x,x tim) is the input data motor x = (1,2,, dz....an) is the ith data sample y = (y2, 413, ., . Assume the hypothesis function how (x) = Wot Wix, twittunt Wnth and gejs is the measurement of hw (x) for gth training sample. The cost function of the Ridge Regression is E(W) = Z (W"-4" - yaistiwi Linear Regression Linear model prediction: = wo + W1x1 + w2x2 + ... + Wnxn Vectorized form: = hw(x) = w x Mean Square Error (MSE) cost function: (i y(i Normal Equation (closed-form solution): W = (XT X)-1.8T W: the value of that minimizes the cost function X : the training data set y: the vector of target values containing y(1) to y (m) Complexity: 0(n3) os for linear regression, is 1 In lecture above Using MSE the cost function, thon get the norinal equation ce closed-form solution) Prove that the closed-form solution for Ridge Regression W = (1 + X'Xx.y (where I is the identity matrix) X=(x,x tim) is the input data motor x = (1,2,, dz....an) is the ith data sample y = (y2, 413, ., . Assume the hypothesis function how (x) = Wot Wix, twittunt Wnth and gejs is the measurement of hw (x) for gth training sample. The cost function of the Ridge Regression is E(W) = Z (W"-4" - yaistiwi

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Data And Databases

Authors: Jeff Mapua

1st Edition

1978502257, 978-1978502253

More Books

Students also viewed these Databases questions

Question

What are Measures in OLAP Cubes?

Answered: 1 week ago

Question

How do OLAP Databases provide for Drilling Down into data?

Answered: 1 week ago

Question

How are OLAP Cubes different from Production Relational Databases?

Answered: 1 week ago