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Morten Hjorth-Jensen
2023-08-31 06:19:44 +02:00
parent e9bac09427
commit d05f791ff6
98 changed files with 3861 additions and 2496 deletions
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doc/LectureNotes/_build/html/chapteroptimization.html
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@@ -242,6 +242,33 @@ const thebe_selector_output = ".output, .cell_output"
</a>
</li>
</ul>
<p aria-level="2" class="caption" role="heading">
<span class="caption-text">
Weekly material, notes and exercises
</span>
</p>
<ul class="nav bd-sidenav">
<li class="toctree-l1">
<a class="reference internal" href="exercisesweek34.html">
Exercises week 34
</a>
</li>
<li class="toctree-l1">
<a class="reference internal" href="week34.html">
Week 34: Introduction to the course, Logistics and Practicalities
</a>
</li>
<li class="toctree-l1">
<a class="reference internal" href="exercisesweek35.html">
Exercises week 35
</a>
</li>
<li class="toctree-l1">
<a class="reference internal" href="week35.html">
Week 35: From Ordinary Linear Regression to Ridge and Lasso Regression
</a>
</li>
</ul>
</div>
</nav> <!-- To handle the deprecated key -->
@@ -938,11 +965,11 @@ which equals</p>
</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_9414/483257001.py:18: MatplotlibDeprecationWarning: Calling gca() with keyword arguments was deprecated in Matplotlib 3.4. Starting two minor releases later, gca() will take no keyword arguments. The gca() function should only be used to get the current axes, or if no axes exist, create new axes with default keyword arguments. To create a new axes with non-default arguments, use plt.axes() or plt.subplot().
<div class="output stderr highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>/var/folders/td/3yk470mj5p931p9dtkk0y6jw0000gn/T/ipykernel_20669/483257001.py:18: MatplotlibDeprecationWarning: Calling gca() with keyword arguments was deprecated in Matplotlib 3.4. Starting two minor releases later, gca() will take no keyword arguments. The gca() function should only be used to get the current axes, or if no axes exist, create new axes with default keyword arguments. To create a new axes with non-default arguments, use plt.axes() or plt.subplot().
ax = fig.gca(projection=&quot;3d&quot;)
</pre></div>
</div>
<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>&lt;mpl_toolkits.mplot3d.art3d.Poly3DCollection at 0x13b240850&gt;
<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>&lt;mpl_toolkits.mplot3d.art3d.Poly3DCollection at 0x1336a6040&gt;
</pre></div>
</div>
<img alt="_images/chapteroptimization_61_2.png" src="_images/chapteroptimization_61_2.png" />
@@ -1000,7 +1027,7 @@ which equals</p>
</div>
</div>
<div class="cell_output docutils container">
<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[&lt;matplotlib.lines.Line2D at 0x13b8c72e0&gt;]
<div class="output text_plain highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[&lt;matplotlib.lines.Line2D at 0x133c2e1c0&gt;]
</pre></div>
</div>
<img alt="_images/chapteroptimization_69_1.png" src="_images/chapteroptimization_69_1.png" />
@@ -1257,11 +1284,11 @@ when <span class="math notranslate nohighlight">\(||\nabla_\beta C(\beta_k) || \
</div>
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<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[0.25881631 4.66111673]
[[4.01840062]
[2.89545727]]
[[4.01840062]
[2.89545727]]
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[0.29972182 4.52744746]
[[4.01247056]
[2.97656972]]
[[4.01247056]
[2.97656972]]
</pre></div>
</div>
<img alt="_images/chapteroptimization_123_1.png" src="_images/chapteroptimization_123_1.png" />
@@ -1290,9 +1317,9 @@ when <span class="math notranslate nohighlight">\(||\nabla_\beta C(\beta_k) || \
</div>
</div>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[3.79441434]
[3.07608141]]
[3.80994952] [3.12302855]
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[4.02158709]
[2.93023603]]
[4.00882596] [2.93522293]
</pre></div>
</div>
</div>
@@ -1363,10 +1390,10 @@ C_{\text{ridge}}(\beta) = \frac{1}{n}||X\beta -\mathbf{y}||^2 + \lambda ||\beta|
</div>
</div>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[3.78596961]
[3.12387751]]
[[3.71441535]
[3.17942122]]
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>[[4.09781386]
[2.97980332]]
[[4.0527437 ]
[3.01510929]]
</pre></div>
</div>
<img alt="_images/chapteroptimization_132_1.png" src="_images/chapteroptimization_132_1.png" />
@@ -1616,15 +1643,15 @@ function.</p>
</div>
<div class="cell_output docutils container">
<div class="output stream highlight-myst-ansi notranslate"><div class="highlight"><pre><span></span>Own inversion
[[4.42130182]
[2.83757843]]
Eigenvalues of Hessian Matrix:[0.27660123 4.17938393]
[[3.87618586]
[3.13847924]]
Eigenvalues of Hessian Matrix:[0.3313155 4.62759057]
theta from own gd
[[4.42130182]
[2.83757843]]
[[3.87618586]
[3.13847924]]
theta from own sdg
[[4.44198566]
[2.79512696]]
[[3.87379129]
[3.15508406]]
</pre></div>
</div>
<img alt="_images/chapteroptimization_148_1.png" src="_images/chapteroptimization_148_1.png" />