From the post on Closed Form Solution for Linear regression, we computed the parameter vector which minimizes the square of the error between the predicted value and the actual output for all values in the training set. In that model all the values in the training set is given equal importance. Let us consider the case where it is known…
From the previous posts on Linear Regression (using Batch Gradient descent, Stochastic Gradient Descent, Closed form solution), we discussed couple of different ways to estimate the parameter vector in the least square error sense for the given training set. However, how does the least square error criterion work when the training set is corrupted by…
In the previous post on Batch Gradient Descent and Stochastic Gradient Descent, we looked at two iterative methods for finding the parameter vector which minimizes the square of the error between the predicted value and the actual output for all values in the training set. A closed form solution for finding the parameter vector is possible, and in this post…
For curve fitting using linear regression, there exists a minor variant of Batch Gradient Descent algorithm, called Stochastic Gradient Descent. In the Batch Gradient Descent, the parameter vector is updated as, . (loop over all elements of training set in one iteration) For Stochastic Gradient Descent, the vector gets updated as, at each iteration the…
I happened to stumble on Prof. Andrew Ng’s Machine Learning classes which are available online as part of Stanford Center for Professional Development. The first lecture in the series discuss the topic of fitting parameters for a given data set using linear regression. For understanding this concept, I chose to take data from the top…
