Linear Regression

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Linear Regression

For linear regression, we want to find Y = WX + b that gives us the lowest L value.

  • Y is our Model
  • W is a matrix of weights
  • X is a matrix of our inputs
  • B is our bias
  • L = (Y - y)^2, with Y being our desired output and y being our predicted output.

Ordinary Least Squares

  1. Data and Application
  2. Model
  3. Optimization Problem
  4. Optimization Algorithm

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Polynomial Features

What about when the curve isn’t linear? Polynomial curve? Taylorization of any function? Overfitting?