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Given a target vector and a feature vector, how to computer the weight

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Given a target vector and a feature vector, how to computer the weight


How to calculate inverse of square matrix for streaming or online data as all data are not available at once?An unbiased simulator for policy simulation in reinforcement learningHow does “linear algebraic” weight training function work?default kernels in cnn in keras?Locally Weighted Regression (Loess) - Robustifying iterationsBackpropagationMapping between original feature space and an interpretable feature spaceHow to derive the sum-of squares error function formula?How to compute the maximum likelihood hypothesis?not quite sure about the difference between RNN and feed forward neural net













1












$begingroup$


In page 13 of the slide, given $t$ and $X$ as following. I don't understand how we get $w$.



$$t=[t^{(1)},t^{(2)}, ldots, t^{(N)} ]^T$$
$$X=begin{bmatrix}1, x^{(1)} \ 1, x^{(2)} \ vdots\1, x^{(N)} end{bmatrix}$$




  • Then:


$$w=(X^TX)^{-1}X^Tt$$










share|improve this question









New contributor




user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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$endgroup$

















    1












    $begingroup$


    In page 13 of the slide, given $t$ and $X$ as following. I don't understand how we get $w$.



    $$t=[t^{(1)},t^{(2)}, ldots, t^{(N)} ]^T$$
    $$X=begin{bmatrix}1, x^{(1)} \ 1, x^{(2)} \ vdots\1, x^{(N)} end{bmatrix}$$




    • Then:


    $$w=(X^TX)^{-1}X^Tt$$










    share|improve this question









    New contributor




    user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
    Check out our Code of Conduct.







    $endgroup$















      1












      1








      1





      $begingroup$


      In page 13 of the slide, given $t$ and $X$ as following. I don't understand how we get $w$.



      $$t=[t^{(1)},t^{(2)}, ldots, t^{(N)} ]^T$$
      $$X=begin{bmatrix}1, x^{(1)} \ 1, x^{(2)} \ vdots\1, x^{(N)} end{bmatrix}$$




      • Then:


      $$w=(X^TX)^{-1}X^Tt$$










      share|improve this question









      New contributor




      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.







      $endgroup$




      In page 13 of the slide, given $t$ and $X$ as following. I don't understand how we get $w$.



      $$t=[t^{(1)},t^{(2)}, ldots, t^{(N)} ]^T$$
      $$X=begin{bmatrix}1, x^{(1)} \ 1, x^{(2)} \ vdots\1, x^{(N)} end{bmatrix}$$




      • Then:


      $$w=(X^TX)^{-1}X^Tt$$







      machine-learning






      share|improve this question









      New contributor




      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.











      share|improve this question









      New contributor




      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.









      share|improve this question




      share|improve this question








      edited 3 hours ago









      Siong Thye Goh

      1,177418




      1,177418






      New contributor




      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      asked 5 hours ago









      user8314628user8314628

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      New contributor





      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
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      user8314628 is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
      Check out our Code of Conduct.






















          1 Answer
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          $begingroup$

          The least square problem is to minimize $$|Xw-t|^2$$



          Differentiating it with respect to $w$ and equating it to $0$, we have



          $$2X^T(Xw-t)=0$$



          Hence, we have



          $$X^TXw-X^Tt=0$$



          That is $$X^TXw=X^Tt$$



          $$w=(X^TX)^{-1}X^Tt$$






          share|improve this answer









          $endgroup$













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            1 Answer
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            1 Answer
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            $begingroup$

            The least square problem is to minimize $$|Xw-t|^2$$



            Differentiating it with respect to $w$ and equating it to $0$, we have



            $$2X^T(Xw-t)=0$$



            Hence, we have



            $$X^TXw-X^Tt=0$$



            That is $$X^TXw=X^Tt$$



            $$w=(X^TX)^{-1}X^Tt$$






            share|improve this answer









            $endgroup$


















              2












              $begingroup$

              The least square problem is to minimize $$|Xw-t|^2$$



              Differentiating it with respect to $w$ and equating it to $0$, we have



              $$2X^T(Xw-t)=0$$



              Hence, we have



              $$X^TXw-X^Tt=0$$



              That is $$X^TXw=X^Tt$$



              $$w=(X^TX)^{-1}X^Tt$$






              share|improve this answer









              $endgroup$
















                2












                2








                2





                $begingroup$

                The least square problem is to minimize $$|Xw-t|^2$$



                Differentiating it with respect to $w$ and equating it to $0$, we have



                $$2X^T(Xw-t)=0$$



                Hence, we have



                $$X^TXw-X^Tt=0$$



                That is $$X^TXw=X^Tt$$



                $$w=(X^TX)^{-1}X^Tt$$






                share|improve this answer









                $endgroup$



                The least square problem is to minimize $$|Xw-t|^2$$



                Differentiating it with respect to $w$ and equating it to $0$, we have



                $$2X^T(Xw-t)=0$$



                Hence, we have



                $$X^TXw-X^Tt=0$$



                That is $$X^TXw=X^Tt$$



                $$w=(X^TX)^{-1}X^Tt$$







                share|improve this answer












                share|improve this answer



                share|improve this answer










                answered 3 hours ago









                Siong Thye GohSiong Thye Goh

                1,177418




                1,177418






















                    user8314628 is a new contributor. Be nice, and check out our Code of Conduct.










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