Let D = {(x, y),..., (In, Yn)} where xi R and y R be the...
Fantastic news! We've Found the answer you've been seeking!
Question:
Transcribed Image Text:
Let D = {(x₁, y₁),..., (In, Yn)} where xi Rª and y₁ € R be the training data that you are given. As you have to predict a continuous variable, one of the simplest possible models is linear regression, i.e. to predict y from wx for some parameter vector w Rd. We thus suggest minimizing the following loss n arg min Â(w) = arg min (y₁ - w ¹x;) ². WERD werd i=1 (LinearR) Let us introduce the nx d matrix XE Rxd with the x, as rows, and the vector y € Rr consisting of the scalars y. Then, (LinearR) can be equivalently re-written as arg min ly - Xw||²2. WERD We refer to any w* that attains the above minimum as a solution to the problem. 1. Show that if XX is invertible, then there is a unique w* that can be computed as w* = (XX)-¹Xw. 2. Show for n < d that (LinearR) does not admit a unique solution. Explain the reason. (Hint: Consider singular value decomposition (SVD) learned in linear algebra and null space of XTX.) 3. Consider the case n ≥d. Under what assumptions on X does (LinearR) admit a unique solution w*? Give an example with n = 3 and d = 2 where these assumptions do not hold. Activate W Let D = {(x₁, y₁),..., (In, Yn)} where xi Rª and y₁ € R be the training data that you are given. As you have to predict a continuous variable, one of the simplest possible models is linear regression, i.e. to predict y from wx for some parameter vector w Rd. We thus suggest minimizing the following loss n arg min Â(w) = arg min (y₁ - w ¹x;) ². WERD werd i=1 (LinearR) Let us introduce the nx d matrix XE Rxd with the x, as rows, and the vector y € Rr consisting of the scalars y. Then, (LinearR) can be equivalently re-written as arg min ly - Xw||²2. WERD We refer to any w* that attains the above minimum as a solution to the problem. 1. Show that if XX is invertible, then there is a unique w* that can be computed as w* = (XX)-¹Xw. 2. Show for n < d that (LinearR) does not admit a unique solution. Explain the reason. (Hint: Consider singular value decomposition (SVD) learned in linear algebra and null space of XTX.) 3. Consider the case n ≥d. Under what assumptions on X does (LinearR) admit a unique solution w*? Give an example with n = 3 and d = 2 where these assumptions do not hold. Activate W
Expert Answer:
Related Book For
Posted Date:
Students also viewed these programming questions
-
:{"foster", "enthusiasm", "wagon", "ally", "lehigh", "programming", "dog", "cat", "Ally", "smile", "pet" }; a. Suppose you perform insertion sort in order to sort A in ascending order. How many...
-
What has motivated you most since accepting your Omega Nu Lambda nomination to grow in your career development? Give an example
-
Edmonton-Alston Corporation issued 5-year, 9.5% bonds with a total face value of $700,000 on January 1, 2020, for $726,000. The bonds pay interest on June 30 and December 31 of each year. Required:...
-
Assume the same facts as PB10-6, but now assume that Methodical uses the simplified effectiveinterest bond amortization method, as shown in Chapter Supplement 10C. Required: 1. Prepare a bond...
-
A university pumps its water from wells located on campus. The falling water table has caused pumping costs to increase, the quantity of water available to decrease, and the quality of water to...
-
Optix Camera Shop uses the lower-of-cost-or-market basis for its inventory. The following data are available at December 31. Instructions Determine the amount of the ending inventory by applying the...
-
= 1, 2, 3,.... Problem 3.32. Suppose (xi) 1 C R and xi xi+1 for all i Show that there is an x* = (-, 0] such that x converges to x*. That is {x} x*, though perhaps x* .
-
You are the audit engagement partner at A Ltd, a small firm of public accountants. You were recently appointed as auditor to a local company named B Ltd. The previous auditors, Z & Co, had...
-
The data on Trantor Corp. is as follows: current assets of $10 million, non-current assets of $33 million, current liabilities of $8 million and shareholders' equity of $15 million. Assuming the...
-
What to submit: For this section of the project, you will be submitting a .Rmd file (LastName_FirstName.Rmd) that will contain all the code and written answers for the steps mentioned below. a...
-
We have a flat heater of 0.05 m length over which water at 15 atm. pressure and 400K temperature flows. The freestream velocity is 1.5 m/s and the heater is held to a uniform temperature of 420K....
-
A 17.8 N force is applied at an angle of 20 above the horizontal to a 4.00 kg box. The box moves a horizontal distance of 4.00 m. Suppose theres no friction. The work done by the 17.8 N force is?
-
The biggest single purchase that most people make in their lives is the purchase of a home. Most home owners have to finance the purchase with an installment loan. Assume you have found your new home...
-
An office unit located on the outskirts of Edinburgh has recently been let to a major accountancy firm on a 10-year lease on FRI terms with no reviews at 220,000 p.a. which is considered to be the...
-
What are the two methods used to translate financial statements and how does the functional currency play a role in determining which method is used?
-
If in 10 flips of a coin we get the same ratio as in Prob. 1(3 heads and 7 tails), is the conclusion the same as in Prob. 1? First conjecture, then compute
-
A laterally insulated homogeneous bar with ends at x = 0 and x = 1 has initial temperature 0. Its left and is kept at 0, whereas the temperature at the right end varies sinusoidally according to u(t,...
-
Solve Prob. 11 by considering complements
-
Suppose that in September 2013 a company takes a long position in a contract on May 2014 crude oil futures. It closes out its position in March 2014. The futures price (per barrel) is \($88.30\) when...
-
Explain how the control variate technique is implemented.
-
A company wishes to hedge its exposure to a new fuel whose price changes have a 0.6 correlation with gasoline futures price changes. The company will lose $1 million for each 1 cent increase in the...
Study smarter with the SolutionInn App