多元线性回归笔记
推导
f ( x i ) = w T x i + b , f ( x i ) ≈ y i f(x_i)=w^Tx_i+b,f(x_i)\approx y_i f(xi)=wTxi+b,f(xi)≈yi
做如下符号假设
X = ( x 11 x 12 . . . x 1 d 1 x 21 x 22 . . . x 2 d 1 ⋮ ⋮ ⋱ ⋮ 1 x m 1 x m 2 . . . x m d 1 ) = ( x 1 T 1 x 2 T 1 ⋮ ⋮ x m T 1 ) X= \begin{pmatrix} x_{11} & x_{12} & ... & x_{1d} & 1 \\ x_{21} & x_{22} & ... & x_{2d} & 1 \\ \vdots & \vdots & \ddots & \vdots & 1 \\ x_{m1} & x_{m2} & ... & x_{md} & 1 \\ \end{pmatrix}= \begin{pmatrix} x_1^T & 1 \\ x_2^T & 1 \\ \vdots & \vdots \\ x_m^T & 1 \\ \end{pmatrix} X=⎝⎜⎜⎜⎛x11x21⋮xm1x12x22⋮xm2......⋱...x1dx2d⋮xmd