Deduce closed-form expression-estimates-linear regression

Assignment Help Basic Computer Science

Reference no: EM1389161

In weighted least-squares linear regression, we have weight ri corresponding to each data measurement. Our goal is to fit data points in proportion to their weights by minimizing following objective function:

E(w) = sum from i=1 to m [r(i) (y(i) - (wx(i) + b))2]

where w and b are model parameters, training data are pairs {x(i), y(i)}, i = 1, ..., m.

Deduce closed-form expression for estimates of w and b which minimize objective function.

Reference no: EM1389161

Questions Cloud

Difference in how the drugs perform : Is there any statistically significant difference in how the drugs perform? If so, explain the effect. Use the post hoc tests as needed.

What is the difference between the ability of a manager : What is the difference between the ability of a manager to retrieve information instantly on demand using an MIS (Management Information System)?

Find the speed of the command module relative to earth : The mass of the motor is four times the mass of the module. What is the speed (in km/h) of the command module relative to Earth just after separation?

Reliability and validity of data collection : Critically discuss why you need to be aware of the reliability and validity of the data collection tool that you are using in the quantitative research project.

Deduce closed-form expression-estimates-linear regression : In weighted least-squares linear regression, we have weight ri corresponding to each data measurement. Deduce closed-form expression for estimates of w and b which minimize objective function.

Advantages and disadvantages of free international trade : Discuss the advantages and disadvantages of free international trade and imagine that you are Minister of Finance in a country which is in the middle of a recession. Discuss the economic policies that you can implement to impro..

Compute the forecast for year using exponential smoothing : Compute the forecast for year 6 using exponential smoothing, an initial forecast for year 1 of 3,000 mile 1 of 3,000 miles, and a =5

Relationship between the two averages : Calculate the average of deposits per bank for FDIC- inured institutions during both time periods and describe the relationship between the two averages. Provide a reason for the difference.

Illustrate what is the difference among employee status : Illustrate what is the difference among employee status also independent-contractor status? Which form of employment relationship would be more advantageous to new mark? Explain why should employers be cautious when designating workers as independ..

User Account

All Pages