机器学习(四)—— 最小二乘法
线性回归基本概念回顾
数据集
X = ( x 11 x 12 ⋯ x 1 n 1 x 21 x 22 ⋯ x 2 n 1 ⋮ ⋮ ⋱ ⋮ ⋮ x m 1 x m 2 ⋯ x m n 1 ) \boldsymbol X = \begin{pmatrix} x_{11} & x_{12} & \cdots & x_{1n} & 1\\ x_{21} & x_{22} & \cdots & x_{2n} & 1\\ \vdots & \vdots & \ddots & \vdots & \vdots\\ x_{m1} & x_{m2} & \cdots & x_{mn} & 1\\ \end{pmatrix} X=⎝⎜⎜⎜⎛x11x21⋮xm1x12x22⋮xm2⋯⋯⋱⋯x1nx2n⋮xmn11⋮1⎠⎟⎟⎟⎞
线性回归试图习得
f ( X ) = θ X = θ 0 + θ