LinearRegression Formula deduction

最新推荐文章于 2023-07-15 23:21:04 发布

Future-Miracle

最新推荐文章于 2023-07-15 23:21:04 发布

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分类专栏： MachineLearning 文章标签： Regression

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Question1: Linear Regression
1.1 Linear Regression with single variable && Gradient descent for single variable
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1.2 Linear Regression with multiple variables && Gradient descent for multiple variables
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1.3 Normal Equation
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1.4 Compare Gradient Descent && Normal Equation

Gradient Descent
Need to choose α
Needs many iterations
Works well even when n is large.

Normal Equation
No need to choose α.
Don’t need to iterate.
Need to compute〖(X^T X)〗^(-1)
Slow if n is very large.
增加计算的复杂性以及对计算机内存容量的要求。
What if 〖(X^T X)〗^(-1)is non-invertible?
(1)Redundant features (linearly dependent).
(2)Too many features(e.g. m≤n)
Delete some features, or use regularization.