Question: Q 1 . ( 2 5 marks ) Consider a regression problem where the input vector is two - dimensional. The training set consists of

Q1.(25 marks) Consider a regression problem where the input vector is two-dimensional.
The training set consists of four examples with the feature vectors x(1)=(0,0)T , x(2)=
(2,10+2D2)T , x(3)=(0,5+ D2)T , x(4)=(2,5+ D2)T and the targets t(1)=20 D4,
t(2)=20+3D4, t(3)= t(4)=20+ D4. The test set consists of one example with feature
vector x(5)=(2,8+2D2)T and target t(5)=20+3D4.
You decide to first reduce the dimension of the feature vector to 1 by using principal
component analysis. Thus, PCA is applied on the set of the feature vectors correspond-
ing to the four examples. After that you train a linear regression model with the new
one-dimensional feature as input to obtain your predictor. Let (x) in R denote the new
one-dimensional feature corresponding to the input vector x ((x) is obtained using
PCA). Thus, your predictor has the form f ((x))= w0+ w1(x).
Find the vector of weights obtained after training. Show the formula of the predictor in
terms of the input vector x. Compute the training error and the test error. Show your
work.

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Programming Questions!