Re:Learning Theory from First Principles [pdf]
by nerdponx on Saturday March 02, 2024 @05:40PM
(#39576420)
The sibling comment is right in that this is clearly not intended for first timers.
But your instincts are correct here. When you write out the objective function for ordinary least squares, it turns out to be a quadratic form. The choice of the word "quadratic" here is not a coincidence: it is the generalization of quadratic functions to matrices. That section covers the vector equivalent of minimizing quadratic functions.
But your instincts are correct here. When you write out the objective function for ordinary least squares, it turns out to be a quadratic form. The choice of the word "quadratic" here is not a coincidence: it is the generalization of quadratic functions to matrices. That section covers the vector equivalent of minimizing quadratic functions.