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Regression (Gradient
Descent (Algorithm (Initial weight, Predict data Y*,…
Regression
Introduction
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Prediction Problem:
- Regression do not work for all problem
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Sum of Square Error, J(w)
(Cost Function)
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Residual
Least
Squares
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Problem:
- x^Tx might singular (not invertible)
- w cannot be solved
Gradient
Descent
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Algorithm
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- Calculate Sum of Squared Error (SSE)
- Calculate change of gradient
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Performance
Metrics
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R-Squared
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where