开始调包!😏
1 2 3 4 from sklearn.linear_model import LinearRegression model = LinearRegression() model.fit(df[["total_bill"]], df["tip"]) df["predicted_tip"] = model.predict(df[["total_bill"]]) 所有的机器学习似乎都在最小化loss function,而梯度下降就是一种优化算法,它通过迭代的方式不断更新模型参数,使得loss function的值不断减小。
详情见NNDL栏目
linear in theta linear combination of parameters $\theta$ define multiple linear regression OLS problem formulation ordinary least squares (OLS)
用线性代数重写之 $$ \mathbb{\hat{Y}} = \mathbb{X}\theta $$
multiple linear regression model MSE $$ R(\theta) = \frac{1}{n}||\mathbb{Y}-\hat{\mathbb{Y}}||_2^2 $$
geometric derivation lin alg review: orthogonality, span $$ span(\mathbb{A})是一个由列向量组成的space $$ 正交 least squares estimate proof performance: residuals, multiple R-squared lec11.ipynb
$$ R^2∈[0,1] $$ 越大拟合效果越好
OLS properties residuals the bias/intercept term existence of a unique solution
constant model + MSE 微积分是求最优化的一种方法
两种记法 constant model + MAE 绝对值求导新视角 $$ \sum_{\theta <y_i} 1=\sum_{\theta >y_i} 1 $$ 是计数!==>中位数
loss的敏感性问题 revisiting SLR evaluation 画图before modeling!!!
transformations to fit linear model 经验之谈 introducing notation for multiple linear regression