Question: Q 1 . ( 2 5 marks ) Consider a regression problem where the input vector is two - dimensional. The training set consists of
Q marks Consider a regression problem where the input vector is twodimensional.
The training set consists of four examples with the feature vectors xT x
DT x DT x DT and the targets t D
tD t t D The test set consists of one example with feature
vector xDT and target tD
You decide to first reduce the dimension of the feature vector to 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
onedimensional feature as input to obtain your predictor. Let x in R denote the new
onedimensional feature corresponding to the input vector x x is obtained using
PCA Thus, your predictor has the form f x w wx
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.
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