李宏毅机器学习Lecture 1：回归 - 案例研究

ML Lecture 1: Regression - Case Study

本笔记有配套的Jupyter Notebook演练，包含tensorflow基础api实现的单变量线性回归与多元线性回归，以及对梯度下降训练过程的改进讲解，同时包括高级lib如sklearn与keras的线性回归实现。欢迎在读完笔记后去实际演练一下哟~

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• Application Examples of Regression

In Reality: stock market forecast, self-driving car and recommendation.

In Pokemon: estimating the Combat Power (CP) of a Pokemon after evolution.

Steps to do Regression

Step 1: Model

Define a model (a set of function) that maps x to y, different parameters make different functions, and we need training data to tell us the right parameter values.

• Linear Model

As long as relationship between y and x can be written as:
$$y=b+\Sigma w_i{x}_i$$
Here, $x_i$ is an attribute of input x (also known as feature). $w_i$ called weight and $b$ called bias. Then, we call this kind of model linear model.

Step 2: Goodness of Function

In task of predicting Pokemon CP, we need to collect lots of data consisting of CP before and after Pokemon evolve.

$x^1$ stands for CP before evolution/original CP (‘1’ as superscript stands for a single example marked as 1). ${\hat{y}}^1$ stands for CP after evolution (hat “^” means this is a real value for the input).

Assume we have 10 training examples:

Every blue point in the coordinate represents a example.

Loss Function L

Loss funtion is a “function of function”. Its input is a function while its output is how bad the given function is.

$$L(f)=L(w,b)={\Sigma }_{n\&}$$