This commit is contained in:
Morten Hjorth-Jensen
2021-09-09 07:27:17 +02:00
parent 6766f68da6
commit eb12e84cf6
6 changed files with 10 additions and 10 deletions
+2 -2
View File
@@ -787,7 +787,7 @@ which gives \( \lambda=4.571 \) and \( \beta_0=0.933 \) and \( \beta_1=0.359 \).
<p>
For Lasso we need now, keeping a constraint on \( \vert\beta_0\vert+\vert\beta_1\vert=1 \), to take the derivative of the absolute values of \( \beta_0 \)
and \( beta_1 \). This gives us the following derivatives of the cost function
and \( \beta_1 \). This gives us the following derivatives of the cost function
<p>&nbsp;<br>
$$
C(\boldsymbol{\beta})=(4-2\beta_0)^2+(2-\beta_1)^2+\lambda(\vert\beta_0\vert+\vert\beta_1\vert),
@@ -1176,7 +1176,7 @@ $$
which leads to
<p>&nbsp;<br>
$$
\hat{\boldsymbol{\beta}}_{mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right^{-1}\boldsymbol{X}^T\boldsymbol{y}!
\hat{\boldsymbol{\beta}}_{\mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right)^{-1}\boldsymbol{X}^T\boldsymbol{y}!
$$
<p>&nbsp;<br>
</section>
+2 -2
View File
@@ -808,7 +808,7 @@ which gives \( \lambda=4.571 \) and \( \beta_0=0.933 \) and \( \beta_1=0.359 \).
<p>
For Lasso we need now, keeping a constraint on \( \vert\beta_0\vert+\vert\beta_1\vert=1 \), to take the derivative of the absolute values of \( \beta_0 \)
and \( beta_1 \). This gives us the following derivatives of the cost function
and \( \beta_1 \). This gives us the following derivatives of the cost function
$$
C(\boldsymbol{\beta})=(4-2\beta_0)^2+(2-\beta_1)^2+\lambda(\vert\beta_0\vert+\vert\beta_1\vert),
$$
@@ -1150,7 +1150,7 @@ $$
which leads to
$$
\hat{\boldsymbol{\beta}}_{mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right^{-1}\boldsymbol{X}^T\boldsymbol{y}!
\hat{\boldsymbol{\beta}}_{\mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right)^{-1}\boldsymbol{X}^T\boldsymbol{y}!
$$
<p>
+2 -2
View File
@@ -813,7 +813,7 @@ which gives \( \lambda=4.571 \) and \( \beta_0=0.933 \) and \( \beta_1=0.359 \).
<p>
For Lasso we need now, keeping a constraint on \( \vert\beta_0\vert+\vert\beta_1\vert=1 \), to take the derivative of the absolute values of \( \beta_0 \)
and \( beta_1 \). This gives us the following derivatives of the cost function
and \( \beta_1 \). This gives us the following derivatives of the cost function
$$
C(\boldsymbol{\beta})=(4-2\beta_0)^2+(2-\beta_1)^2+\lambda(\vert\beta_0\vert+\vert\beta_1\vert),
$$
@@ -1155,7 +1155,7 @@ $$
which leads to
$$
\hat{\boldsymbol{\beta}}_{mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right^{-1}\boldsymbol{X}^T\boldsymbol{y}!
\hat{\boldsymbol{\beta}}_{\mathrm{OLS}}=\left(\boldsymbol{X}^T\boldsymbol{X}\right)^{-1}\boldsymbol{X}^T\boldsymbol{y}!
$$
<p>