diff options
Diffstat (limited to 'notes/Sep-22.org')
-rw-r--r-- | notes/Sep-22.org | 45 |
1 files changed, 45 insertions, 0 deletions
diff --git a/notes/Sep-22.org b/notes/Sep-22.org new file mode 100644 index 0000000..b631e3b --- /dev/null +++ b/notes/Sep-22.org @@ -0,0 +1,45 @@ +* regression +consider the generic problem of fitting a dataset to a linear polynomial + +given discrete f: x \rightarrow y + +interpolation: y = a + bx + +[[1 x_0] [[y_0] + [1 x_1] \cdot [[a] = [y_1] + [1 x_n]] [b]] [y_n]] + +consider p \in col(A) + +then y = p + q for some q \cdot p = 0 + +then we can generate n \in col(A) by $Az$ and n must be orthogonal to q as well + +(Az)^T \cdot q = 0 = (Az)^T (y - p) + +0 = (z^T A^T)(y - Ax) + = z^T (A^T y - A^T A x) + = A^T Ax + = A^T y + + +A^T A = [[n+1 \Sigma_{n=0}^n x_n] + [\Sigma_{n=0}^n x_n \Sigma_{n=0}^n x_n^2]] + +A^T y = [[\Sigma_{n=0}^n y_n] + [\Sigma_{n=0}^n x_n y_n]] + +a_11 = n+1 +a_12 = \Sigma_{n=0}^n x_n +a_21 = a_12 +a_22 = \Sigma_{n=0}^n x_n^2 +b_1 = \Sigma_{n=0}^n y_n +b_2 = \Sigma_{n=0}^n x_n y_n + +then apply this with: + +log(e(h)) \leq log(C) + rlog(h) + +* homework 3: + +two columns \Rightarrow coefficients for linear regression |