small update

This commit is contained in:
Morten Hjorth-Jensen
2021-11-22 23:50:15 +01:00
parent b7ef6f0a03
commit de4efe13ca
9 changed files with 970 additions and 644 deletions
@@ -106,9 +106,10 @@ distribution $N(0,1)$.
*Write your own code* (using either a matrix inversion or a singular
value decomposition from e.g., _numpy_ ) or use your code from
homeworks 1 and 2 and perform a standard least square regression
analysis using polynomials in $x$ and $y$ up to fifth order. Find the
"confidence intervals":"https://en.wikipedia.org/wiki/Confidence_interval" of the parameters (estimators) $\beta$ by computing their
variances, evaluate the Mean Squared error (MSE)
analysis using polynomials in $x$ and $y$ up to fifth order.
Evaluate the Mean Squared error (MSE)
!bt
\[ MSE(\bm{y},\tilde{\bm{y}}) = \frac{1}{n}
@@ -134,7 +135,10 @@ where we have defined the mean value of $\bm{y}$ as
\]
!et
Your code has to include a scaling of the data (for example by
Plot the resulting scores (MSE and R$^2$) as functions of the polynomial degree (here up to polymial degree five).
Plot also the parameters $\beta$ as you increase the order of the polynomial. Comment your results.
Your code has to include a scaling/centering of the data (for example by
subtracting the mean value), and
a split of the data in training and test data. For this exercise you can
either write your own code or use for example the function for