updating notes

This commit is contained in:
Morten Hjorth-Jensen
2024-09-09 07:25:29 +02:00
parent 66cc602750
commit 7c8dbd3d4a
12 changed files with 576 additions and 568 deletions
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@@ -1249,12 +1249,12 @@ logarithm of the posterior probability and leaving out the
constants terms that do not depend on <span class="math notranslate nohighlight">\(\beta\)</span>, we have</p>
<div class="math notranslate nohighlight">
\[
C(\boldsymbol{\beta}=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{\tau}\vert\vert\boldsymbol{\beta}\vert\vert_1,
C(\boldsymbol{\beta})=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{\tau}\vert\vert\boldsymbol{\beta}\vert\vert_1,
\]</div>
<p>and replacing <span class="math notranslate nohighlight">\(1/\tau\)</span> with <span class="math notranslate nohighlight">\(\lambda\)</span> we have</p>
<div class="math notranslate nohighlight">
\[
C(\boldsymbol{\beta}=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\boldsymbol{\beta}\vert\vert_1,
C(\boldsymbol{\beta})=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\boldsymbol{\beta}\vert\vert_1,
\]</div>
<p>which is our Lasso cost function!</p>
</div>
@@ -1618,7 +1618,7 @@ theorem.</p>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Bootstrap Statistics :
original bias std. error
99.7503 14.9999 99.7496 0.151068
100.057 14.8058 100.061 0.148629
</pre></div>
</div>
</div>
@@ -1853,7 +1853,9 @@ Error: 0.06844519414009445
Bias^2: 0.06453579006728324
Var: 0.003909404072811226
0.06844519414009445 &gt;= 0.06453579006728324 + 0.003909404072811226 = 0.06844519414009446
Polynomial degree: 5
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Polynomial degree: 5
Error: 0.05227921801205686
Bias^2: 0.0481872773043029
Var: 0.004091940707753939
@@ -1902,7 +1904,7 @@ Var: 0.20867052175034223
0.22842468702219465 &gt;= 0.01975416527185249 + 0.20867052175034223 = 0.2284246870221947
</pre></div>
</div>
<img alt="_images/week37_139_2.png" src="_images/week37_139_2.png" />
<img alt="_images/week37_139_3.png" src="_images/week37_139_3.png" />
</div>
</div>
</div>
@@ -2298,12 +2300,12 @@ Mean squared error on test data: 1.07641937
Degree of polynomial: 12
Mean squared error on training data: 0.00805074
Mean squared error on test data: 0.04295757
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 13
Degree of polynomial: 13
Mean squared error on training data: 0.00781918
Mean squared error on test data: 0.56965674
Degree of polynomial: 14
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 14
Mean squared error on training data: 0.00465099
Mean squared error on test data: 0.28443039
Degree of polynomial: 15
@@ -2351,19 +2353,19 @@ Mean squared error on test data: 1079.36895644
Degree of polynomial: 27
Mean squared error on training data: 0.00068091
Mean squared error on test data: 3207.25343155
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 28
Degree of polynomial: 28
Mean squared error on training data: 0.00063362
Mean squared error on test data: 674.79633065
Degree of polynomial: 29
</pre></div>
</div>
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Degree of polynomial: 29
Mean squared error on training data: 0.00063866
Mean squared error on test data: 3099.60342978
</pre></div>
</div>
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_87621/626635268.py:73: RuntimeWarning: divide by zero encountered in log10
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_88787/626635268.py:73: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(trainingerror), label=&#39;Training Error&#39;)
/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_87621/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_88787/626635268.py:74: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(testerror), label=&#39;Test Error&#39;)
</pre></div>
</div>
@@ -2448,7 +2450,7 @@ Mean squared error on test data: 3099.60342978
</div>
</div>
<div class="cell_output docutils container">
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_87621/3817475779.py:63: RuntimeWarning: divide by zero encountered in log10
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_88787/3817475779.py:63: RuntimeWarning: divide by zero encountered in log10
plt.plot(polynomial, np.log10(estimated_mse_sklearn), label=&#39;Test Error&#39;)
</pre></div>
</div>
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@@ -349,13 +349,13 @@
# constants terms that do not depend on $\beta$, we have
# $$
# C(\boldsymbol{\beta}=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{\tau}\vert\vert\boldsymbol{\beta}\vert\vert_1,
# C(\boldsymbol{\beta})=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\frac{1}{\tau}\vert\vert\boldsymbol{\beta}\vert\vert_1,
# $$
# and replacing $1/\tau$ with $\lambda$ we have
# $$
# C(\boldsymbol{\beta}=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\boldsymbol{\beta}\vert\vert_1,
# C(\boldsymbol{\beta})=\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\beta})\vert\vert_2^2}{2\sigma^2}+\lambda\vert\vert\boldsymbol{\beta}\vert\vert_1,
# $$
# which is our Lasso cost function!
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