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Linear Regression 线性回归 - Coggle Diagram
Linear Regression 线性回归
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2.3 Lease Squares(最小二乘法)
定义
The method of least squares is a standard approach in regression analysis to approximate the solution of overdetermined systems by minimizing the sum of the squares of the residuals made in the results of every single equation.
要想获得最接近真实的预测直线，可以通过最小化SSE(Sum of Squared Error)的方法
理解
Least Square (最小二乘法) 是从cost function的角度, 利用距离的定义建立目标函数
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最小二乘法LS与最大似然估计MLE直接的关系
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Least Square (最小二乘法) 是从cost function的角度, 利用距离的定义建立目标函数经典的参数估计方法是从概率的角度建立目标函数, 比如: Maximum Likelihood Estimation (最大似然估计).
