more typos
This commit is contained in:
@@ -2138,14 +2138,14 @@ $$
|
||||
$$
|
||||
<p> <br>
|
||||
|
||||
We define $\boldsymbol{\Sigma}^T\boldsymbol{\sigma}=\boldsymbol{D}^2, where \( \boldsymbol{D} \) is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
We define \( \boldsymbol{\Sigma}^T\boldsymbol{\Sigma}=\tilde{\boldsymbol{\Sigma}}^2 \) which is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
|
||||
<p>
|
||||
This means, using the orthogonality of \( \boldsymbol{V} \), that we get
|
||||
|
||||
<p> <br>
|
||||
$$
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\boldsymbol{D}^2.
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\tilde{\boldsymbol{\Sigma}}^2.
|
||||
$$
|
||||
<p> <br>
|
||||
|
||||
@@ -2162,7 +2162,7 @@ and using our SVD decomposition of \( \boldsymbol{X} \) we have
|
||||
|
||||
<p> <br>
|
||||
$$
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\boldsymbol{D}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\tilde{\boldsymbol{\Sigma}}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
$$
|
||||
<p> <br>
|
||||
|
||||
@@ -2182,7 +2182,7 @@ $$
|
||||
$$
|
||||
<p> <br>
|
||||
|
||||
that belong to \( i>p-1 \), give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
that belong to \( i>p-1 \), result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
|
||||
<p>
|
||||
It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).
|
||||
|
||||
@@ -2199,13 +2199,13 @@ $$
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{\Sigma}\boldsymbol{V}^T.
|
||||
$$
|
||||
|
||||
We define $\boldsymbol{\Sigma}^T\boldsymbol{\sigma}=\boldsymbol{D}^2, where \( \boldsymbol{D} \) is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
We define \( \boldsymbol{\Sigma}^T\boldsymbol{\Sigma}=\tilde{\boldsymbol{\Sigma}}^2 \) which is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
|
||||
<p>
|
||||
This means, using the orthogonality of \( \boldsymbol{V} \), that we get
|
||||
|
||||
$$
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\boldsymbol{D}^2.
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\tilde{\boldsymbol{\Sigma}}^2.
|
||||
$$
|
||||
|
||||
<p>
|
||||
@@ -2218,7 +2218,7 @@ $$
|
||||
and using our SVD decomposition of \( \boldsymbol{X} \) we have
|
||||
|
||||
$$
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\boldsymbol{D}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\tilde{\boldsymbol{\Sigma}}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
$$
|
||||
|
||||
which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),
|
||||
@@ -2233,7 +2233,7 @@ $$
|
||||
\boldsymbol{U}=[\boldsymbol{u}_0,\boldsymbol{u}_1,\dots,\boldsymbol{u}_{n-1}],
|
||||
$$
|
||||
|
||||
that belong to \( i>p-1 \), give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
that belong to \( i>p-1 \), result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
|
||||
<p>
|
||||
It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).
|
||||
|
||||
@@ -2204,13 +2204,13 @@ $$
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{\Sigma}\boldsymbol{V}^T.
|
||||
$$
|
||||
|
||||
We define $\boldsymbol{\Sigma}^T\boldsymbol{\sigma}=\boldsymbol{D}^2, where \( \boldsymbol{D} \) is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
We define \( \boldsymbol{\Sigma}^T\boldsymbol{\Sigma}=\tilde{\boldsymbol{\Sigma}}^2 \) which is a diagonal matrix containing only the singular values squared. It has dimensionality \( p \times p \).
|
||||
|
||||
<p>
|
||||
This means, using the orthogonality of \( \boldsymbol{V} \), that we get
|
||||
|
||||
$$
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\boldsymbol{D}^2.
|
||||
\boldsymbol{X}^T\boldsymbol{X}=\tilde{\boldsymbol{\Sigma}}^2.
|
||||
$$
|
||||
|
||||
<p>
|
||||
@@ -2223,7 +2223,7 @@ $$
|
||||
and using our SVD decomposition of \( \boldsymbol{X} \) we have
|
||||
|
||||
$$
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\boldsymbol{D}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
\tilde{y}_{\mathrm{OLS}}=\boldsymbol{U}\boldsymbol{\Sigma}\boldsymbol{V}^T\tilde{\boldsymbol{\Sigma}}^{-2}\boldsymbol{V}\boldsymbol{\Sigma}^T\boldsymbol{U}^T\boldsymbol{y},
|
||||
$$
|
||||
|
||||
which gives us, using the orthogonality of the matrices \( \boldsymbol{U} \) and \( \boldsymbol{V} \),
|
||||
@@ -2238,7 +2238,7 @@ $$
|
||||
\boldsymbol{U}=[\boldsymbol{u}_0,\boldsymbol{u}_1,\dots,\boldsymbol{u}_{n-1}],
|
||||
$$
|
||||
|
||||
that belong to \( i>p-1 \), give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
that belong to \( i>p-1 \), result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to \( i=p-1 \). This corresponds also to the number of singular values (these are all non-zero).
|
||||
|
||||
<p>
|
||||
It means that the ordinary least square model (with the optimal parameters) \( \boldsymbol{\tilde{y}} \), corresponds to an orthogonal transformation of the output (or target) vector \( \boldsymbol{y} \) by the vectors of the matrix \( \boldsymbol{U} \).
|
||||
|
||||
Binary file not shown.
@@ -2665,7 +2665,7 @@
|
||||
"cell_type": "markdown",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"We define $\\boldsymbol{\\Sigma}^T\\boldsymbol{\\sigma}=\\boldsymbol{D}^2, where $\\boldsymbol{D}$ is a diagonal matrix containing only the singular values squared. It has dimensionality $p \\times p$.\n",
|
||||
"We define $\\boldsymbol{\\Sigma}^T\\boldsymbol{\\Sigma}=\\tilde{\\boldsymbol{\\Sigma}}^2$ which is a diagonal matrix containing only the singular values squared. It has dimensionality $p \\times p$.\n",
|
||||
"\n",
|
||||
"This means, using the orthogonality of $\\boldsymbol{V}$, that we get"
|
||||
]
|
||||
@@ -2675,7 +2675,7 @@
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"$$\n",
|
||||
"\\boldsymbol{X}^T\\boldsymbol{X}=\\boldsymbol{D}^2.\n",
|
||||
"\\boldsymbol{X}^T\\boldsymbol{X}=\\tilde{\\boldsymbol{\\Sigma}}^2.\n",
|
||||
"$$"
|
||||
]
|
||||
},
|
||||
@@ -2707,7 +2707,7 @@
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"$$\n",
|
||||
"\\tilde{y}_{\\mathrm{OLS}}=\\boldsymbol{U}\\boldsymbol{\\Sigma}\\boldsymbol{V}^T\\boldsymbol{D}^{-2}\\boldsymbol{V}\\boldsymbol{\\Sigma}^T\\boldsymbol{U}^T\\boldsymbol{y},\n",
|
||||
"\\tilde{y}_{\\mathrm{OLS}}=\\boldsymbol{U}\\boldsymbol{\\Sigma}\\boldsymbol{V}^T\\tilde{\\boldsymbol{\\Sigma}}^{-2}\\boldsymbol{V}\\boldsymbol{\\Sigma}^T\\boldsymbol{U}^T\\boldsymbol{y},\n",
|
||||
"$$"
|
||||
]
|
||||
},
|
||||
@@ -2747,7 +2747,7 @@
|
||||
"cell_type": "markdown",
|
||||
"metadata": {},
|
||||
"source": [
|
||||
"that belong to $i>p-1$, give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).\n",
|
||||
"that belong to $i>p-1$, result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).\n",
|
||||
"\n",
|
||||
"It means that the ordinary least square model (with the optimal parameters) $\\boldsymbol{\\tilde{y}}$, corresponds to an orthogonal transformation of the output (or target) vector $\\boldsymbol{y}$ by the vectors of the matrix $\\boldsymbol{U}$.\n",
|
||||
"\n",
|
||||
|
||||
@@ -1695,13 +1695,13 @@ and using the orthogonality of the matrix $\bm{U}$ we have
|
||||
\bm{X}^T\bm{X}=\bm{V}\bm{\Sigma}^T\bm{\Sigma}\bm{V}^T.
|
||||
\]
|
||||
!et
|
||||
We define $\bm{\Sigma}^T\bm{\sigma}=\bm{D}^2, where $\bm{D}$ is a diagonal matrix containing only the singular values squared. It has dimensionality $p \times p$.
|
||||
We define $\bm{\Sigma}^T\bm{\Sigma}=\tilde{\bm{\Sigma}}^2$ which is a diagonal matrix containing only the singular values squared. It has dimensionality $p \times p$.
|
||||
|
||||
This means, using the orthogonality of $\bm{V}$, that we get
|
||||
|
||||
!bt
|
||||
\[
|
||||
\bm{X}^T\bm{X}=\bm{D}^2.
|
||||
\bm{X}^T\bm{X}=\tilde{\bm{\Sigma}}^2.
|
||||
\]
|
||||
!et
|
||||
|
||||
@@ -1716,7 +1716,7 @@ and using our SVD decomposition of $\bm{X}$ we have
|
||||
|
||||
!bt
|
||||
\[
|
||||
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\bm{D}^{-2}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
|
||||
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{\Sigma}\bm{V}^T\tilde{\bm{\Sigma}}^{-2}\bm{V}\bm{\Sigma}^T\bm{U}^T\bm{y},
|
||||
\]
|
||||
!et
|
||||
which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,
|
||||
@@ -1733,7 +1733,7 @@ Note here that when we perform the multiplication of the various matrices, the
|
||||
\bm{U}=[\bm{u}_0,\bm{u}_1,\dots,\bm{u}_{n-1}],
|
||||
\]
|
||||
!et
|
||||
that belong to $i>p-1$, give all zeros when we perform the multiplications. This means the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).
|
||||
that belong to $i>p-1$, result in only zeros when we perform the multiplications. This means that the sum above has non-zero elements only up to $i=p-1$. This corresponds also to the number of singular values (these are all non-zero).
|
||||
|
||||
It means that the ordinary least square model (with the optimal parameters) $\bm{\tilde{y}}$, corresponds to an orthogonal transformation of the output (or target) vector $\bm{y}$ by the vectors of the matrix $\bm{U}$.
|
||||
|
||||
|
||||
Reference in New Issue
Block a user