机器学习公式推导【Day6】线性回归模型的最小二乘估计

线性回归模型的最小二乘估计


(本文为个人学习总结笔记)

1、对w求导

原公式:
∂ E ( w , b ) ∂ w = 2 ( w ∑ i = 1 m x i 2 − ∑ i = 1 m ( y i − b ) x i ) \frac{\partial E_{(w, b)}}{\partial w}=2\left(w \sum_{i=1}^{m} x_{i}^{2}-\sum_{i=1}^{m}\left(y_{i}-b\right) x_{i}\right) wE(w,b)=2(wi=1mxi2i=1m(yib)xi)

已知:
E ( w , b ) = ∑ i = 1 m ( y i − w x i − b ) 2 E_{(w, b)}=\sum_{i=1}^{m}\left(y_{i}-w x_{i}-b\right)^{2} E(w,b)=i=1m(yiwxib)2

所以:
∂ E ( w , b ) ∂ w = ∂ ∂ w [ ∑ i = 1 m ( y i − w x i − b ) 2 ] = ∑ i = 1 m ∂ ∂ w [ ( y i − w x i − b ) 2 ] = ∑ i = 1 m [ 2 ⋅ ( y i − w x i − b ) ⋅ ( − x i ) ] = ∑ i = 1 m [ 2 ⋅ ( w x i 2 − y i x i + b x i ) ] = 2 ⋅ ( w ∑ i = 1 m x i 2 − ∑ i = 1 m y i x i + b ∑ i = 1 m x i ) = 2 ( w ∑ i = 1 m x i 2 − ∑ i = 1 m ( y i − b ) x i ) \begin{aligned} \frac{\partial E_{(w, b)}}{\partial w} &=\frac{\partial}{\partial w}\left[\sum_{i=1}^{m}\left(y_{i}-w x_{i}-b\right)^{2}\right] \\ &=\sum_{i=1}^{m} \frac{\partial}{\partial w}\left[\left(y_{i}-w x_{i}-b\right)^{2}\right] \\ &=\sum_{i=1}^{m}\left[2 \cdot\left(y_{i}-w x_{i}-b\right) \cdot\left(-x_{i}\right)\right] \\ &=\sum_{i=1}^{m}\left[2 \cdot\left(w x_{i}^{2}-y_{i} x_{i}+b x_{i}\right)\right] \\ &=2 \cdot\left(w \sum_{i=1}^{m} x_{i}^{2}-\sum_{i=1}^{m} y_{i} x_{i}+b \sum_{i=1}^{m} x_{i}\right) \\ &=2\left(w \sum_{i=1}^{m} x_{i}^{2}-\sum_{i=1}^{m}\left(y_{i}-b\right) x_{i}\right) \end{aligned} wE(w,b)=w[i=1m(yiwxib)2]=i=1mw[(yiwxib)2]=i=1m[2(yiwxib)(xi)]=i=1m[2(wxi2yixi+bxi)]=2(wi=1mxi2i=1myixi+bi=1mxi)=2(wi=1mxi2i=1m(yib)xi)

2、对b求导

原式:

∂ E ( w , b ) ∂ b = 2 ( m b − ∑ i = 1 m ( y i − w x i ) ) \frac{\partial E_{(w, b)}}{\partial b}=2\left(m b-\sum_{i=1}^{m}\left(y_{i}-w x_{i}\right)\right) bE(w,b)=2(mbi=1m(yiwxi))

已知:
E ( w , b ) = ∑ i = 1 m ( y i − w x i − b ) 2 E_{(w, b)}=\sum_{i=1}^{m}\left(y_{i}-w x_{i}-b\right)^{2} E(w,b)=i=1m(yiwxib)2

所以:
∂ E ( w , b ) ∂ b = ∂ ∂ b [ ∑ i = 1 m ( y i − w x i − b ) 2 ] = ∑ i = 1 m ∂ ∂ b [ ( y i − w x i − b ) 2 ] = ∑ i = 1 m [ 2 ⋅ ( y i − w x i − b ) ⋅ ( − 1 ) ] = ∑ i = 1 m [ 2 ⋅ ( b − y i + w x i ) ] = 2 ⋅ [ ∑ i = 1 m b − ∑ i = 1 m y i + ∑ i = 1 m w x i ] = 2 ( m b − ∑ i = 1 m ( y i − w x i ) ) \begin{aligned} \frac{\partial E_{(w, b)}}{\partial b} &=\frac{\partial}{\partial b}\left[\sum_{i=1}^{m}\left(y_{i}-w x_{i}-b\right)^{2}\right] \\ &=\sum_{i=1}^{m} \frac{\partial}{\partial b}\left[\left(y_{i}-w x_{i}-b\right)^{2}\right] \\ &=\sum_{i=1}^{m}\left[2 \cdot\left(y_{i}-w x_{i}-b\right) \cdot(-1)\right] \\ &=\sum_{i=1}^{m}\left[2 \cdot\left(b-y_{i}+w x_{i}\right)\right] \\ &=2 \cdot\left[\sum_{i=1}^{m} b-\sum_{i=1}^{m} y_{i}+\sum_{i=1}^{m} w x_{i}\right] \\ &=2\left(m b-\sum_{i=1}^{m}\left(y_{i}-w x_{i}\right)\right) \end{aligned} bE(w,b)=b[i=1m(yiwxib)2]=i=1mb[(yiwxib)2]=i=1m[2(yiwxib)(1)]=i=1m[2(byi+wxi)]=2[i=1mbi=1myi+i=1mwxi]=2(mbi=1m(yiwxi))

  • 1
    点赞
  • 1
    收藏
    觉得还不错? 一键收藏
  • 0
    评论

“相关推荐”对你有帮助么?

  • 非常没帮助
  • 没帮助
  • 一般
  • 有帮助
  • 非常有帮助
提交
评论
添加红包

请填写红包祝福语或标题

红包个数最小为10个

红包金额最低5元

当前余额3.43前往充值 >
需支付:10.00
成就一亿技术人!
领取后你会自动成为博主和红包主的粉丝 规则
hope_wisdom
发出的红包
实付
使用余额支付
点击重新获取
扫码支付
钱包余额 0

抵扣说明:

1.余额是钱包充值的虚拟货币,按照1:1的比例进行支付金额的抵扣。
2.余额无法直接购买下载,可以购买VIP、付费专栏及课程。

余额充值