Lesson One: Linear regression algorithm Introduction to the detailed

Source: Internet
Author: User

Mathematical model, if need to bank loans, according to the loan amount calculation, there are age, wages, assets and other factors, this translates into mathematics is:

Now we are to fit a plane to make a diagram, but this fitting theoretical value and the results of the real difference, now we through the statistical error calculation method, we believe that each error is independent of the same distribution, and obey the mean value of 0 variance is the Gauss distribution of the square. Independence is: Zhang San and John Doe together loans, two non-impact, each other does not matter. The same distribution is: the same distribution under the same model. Gaussian distribution: Banks may or may not give more, but in most cases the float will not be too large, the smallest case of floating relatively large, in line with the normal situation

Lesson One: Linear regression algorithm Introduction to the detailed

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