what is linear regression. The so-called linear regression (taking a single variable as an example) is to give you a bunch of points, and you need to find a straight line from this pile of points. Figure below
This screenshot is from Andrew Ng's What you can do when you find this line. Let's say we find A and b that represent the line, then the line expression is y = a + b*x, so when a new x is present, we can know Y.

Andrew Ng is coming to Tsinghua to report today, and I have a few important things to say about understanding and thinking.1) particle size of the characteristic representationWhat is the characteristic expression of the learning algorithm in a particle size that can play a role? As far as a picture is concerned, pixel-level features are not valuable at all, and it is not possible to differentiate between p

it is easy to cause the overflow. This is because X and ln (x) have the same monotonicity, and both sides take the logarithmSo this is the J (Theta) that Andrew gave, and the only difference is that Andrew has a negative coefficient in front of it, which makes the maximum value a minimum, so that the gradient descent algorithm can be used.But in fact, with this formula can also complete the task, just use

Recently is a period of idle, do not want to waste, remember before there is a collection of machine learning link Andrew ng NetEase public class, of which the overfiting part of the group will report involved, these days have time to decide to learn this course, at least a superficial understanding.Originally wanted to go online to check machine learning books, found that Lee's "statistical learning Method

Andrew Ng personal homepage, http://www.andrewng.org/, his team's recent papers are organized as follows:
April 2018:
Noising and denoising natural language: diverse backtranslation for grammar correction
April 2017:
Chexnet: radiologist-level ppneumonia onia detection on chest x-rays with deep learning
Cardiologist-level arrhythmia detection with convolutional Neural Networks
Data noising as smoothing inne

This semester has been to follow up on the Coursera Machina learning public class, the teacher Andrew Ng is one of the founders of Coursera, machine learning aspects of Daniel. This course is a choice for those who want to understand and master machine learning. This course covers some of the basic concepts and methods of machine learning, and the programming of this course plays a huge role in mastering th

Week 2 gradient descent for multiple variables
[1] multi-variable linear model cost function
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[2] feature scaling feature Scaling
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[Original] Andrew Ng chose to fill in the blanks in Coursera

"linear regression, gradient descent" The regular equationThe training features are represented as X-matrices, the results are expressed as Y-vectors, and the linear regression model is still the same, and the loss function is unchanged. Then θ can be derived directly from the following formula: The derivation process involves the knowledge of linear algebra, where the linear algebra knowledge is not expanded in detail. Set m as the number of training samples; x is the independent variable in

method provides a method for finding the θ value of the f (θ) =0. How to maximize the likelihood function ? What is the maximum value of the first derivative at the corresponding point? (θ) to zero. So let f (θ) =? ' (θ), maximized ? (θ) can be converted to: Newton's method of seeking ? (θ) The problem of =0 Theta . The expression of the Newton method, the iterative update formula forθ is:Newton-Slavic iteration (Newton-raphson method)in the logistic regression, θ is a vector, so we generalize

build the model.In the exponential distribution family expression of the Bernoulli distribution we have known:, thus obtained.Three assumptions for building a generalized linear model:
Assuming that the Bernoulli distribution is met,
, in Bernoulli distribution
The derivation process is as follows:As with the least squares model, the next work is done by gradient descent or Newton's method.Note the above push to the result, recall, in the logistic regression, we choose th

of the weights is (0,1).The main ideas of local weighted linear regression are:Where weights are assumed to conform to the formulaThe weight size in the formula depends on the distance between the predicted point X and the training sample. If |-x| is smaller, then the value is close to 1, and vice versa is close to 0. The parameters tau, called bandwidth, are used to control the amplitude of the weights.The advantage of local weighted linear regression is that it is less dependent on feature se

rate to characterize the model.mly--12. Takeaways:setting up development and test sets1. Your validation set and test set should be captured as much as possible from the data in your actual application scenario. Validation sets and test sets do not have to be distributed identically to your training data. (I think it's best to have a similar distribution between the training set and the validation set, if the training data and the validation data are distributed too much, you may be able to tra

the gradient descent, when we calculate the derivative term, we need to do the summation, so, in each individual gradient descent, we finally have to calculate such a thing, this item needs to sum all the m training samples. In the following lesson, we will also talk about a method that can solve the minimum value of the cost function J without the need for multi-step gradient descent, which is another called normal equation (normal equations) . The method. In fact, the gradient descent method

Andrew ng Machine Learning course 17 (2)Disclaimer: Reference Please specify source http://blog.csdn.net/lg1259156776/Description: This paper mainly introduces the use of value iteration and policy iteration two kinds of iterative algorithms to solve MDP problem, also introduced in practical application how to accumulate "experience" to update the transfer probability and reward estimation of the learning m

This semester has been to follow up on the Coursera Machina learning public class, the teacher Andrew Ng is one of the founders of Coursera, machine learning aspects of Daniel. This course is a choice for those who want to understand and master machine learning. This course covers some of the basic concepts and methods of machine learning, and the programming of this course plays a huge role in mastering th

Tags: video LSE tun assign DDE INI got the NTSJust finished watching all videos of this course-thank your Andrew for elaborating all basic ML concepts\algorithms in an Easy to understand.I watched most of the course videos on BART, and unfortunately I didn ' t has a chance to work on programming assignments- But again, just following videos helps a ton. All topics is so well organized and internally related. I ' ve got so many ' ah-ha ' moments, and a

divided by 2 on the basis of the square mean.The equation for judging deviations is called cost Function. The smaller the deviation, the lower the value of the cost function, the better the fit.4. How do I train a model? The purpose of the training model is to achieve good fit, that is to say, the value of cost function is as small as possible.Training here, is to choose a set of coefficients θ (after the model is determined, the parameter of the model is the coefficient theta), to achieve the

for linear regressionWe take the formula of the cost function J into the gradient descent algorithm, then use the concept of partial derivative to simplify the formula, and finally we can get the formula. The specific derivation requires some knowledge of calculus.We can actually use them directly. That is, the algorithm is probably written like this, we use these two formulas to constantly revise the value of two parameters, until the function J reached a minimum value. Now that we have this f

"linear regression, gradient descent"The regular equationThe training features are represented as X-matrices, the results are expressed as Y-vectors, and the linear regression model is still the same, and the loss function is unchanged. Then θ can be derived directly from the following formula:The derivation process involves the knowledge of linear algebra, where the linear algebra knowledge is not expanded in detail.Set m as the number of training samples; x is the independent variable in the

, according to the biased formula:y=lnx y'=1/x. The second step is to attribute G ' (z) = g (z) (1-g (z)) according to the derivation of G (Z). The third step is the normal transformation. So we get the update direction of each iteration of the gradient rise, then the iteration of Theta represents the formula: This expression looks exactly the same as the LMS algorithm's expression, but the gradient rise is two different algorithms than the LMS, because it represents a nonlinear function. Two

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