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