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Suppose that we are given three points in the (x,y) plane, with the following coordinates: x1=1,x2=0,x3=1,y1=2,y2=0,y3=1. We wish to find a straight line approximation y^=w0+w1x
Suppose that we are given three points in the (x,y) plane, with the following coordinates: x1=1,x2=0,x3=1,y1=2,y2=0,y3=1. We wish to find a straight line approximation y^=w0+w1x that minimizes Ein(w0,w1)=31i=13(yiy^i)2, where y^i=w0+w1xi is the estimate of yi. (a) Rewrite the above problem specifications based on xi to get the problem into the standard form of a least squares problem: w=argminwR231Xwy2. Specifically, specify the data matrix X and the target vector y, where w=(w0,w1)T. (b) Find the least squares solution w=(w0,w1) in part (a). Sketch the line y^=w0+w1x on the following plot. (c) Suppose we decide to fit a quadratic function: y^=w0+w1x+w2x2. What data-matrix X should you now use in the least squares formulation? What will be the error Ein(w) attained by the optimal solution
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