correcting typos

This commit is contained in:
Morten Hjorth-Jensen
2022-09-07 13:51:48 +02:00
parent 6e264c3d81
commit eeca31435c
77 changed files with 511 additions and 7564 deletions
+2 -10
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@@ -1,4 +1,4 @@
TITLE: Week 35: From Ordinary Linear Regression to Ridge and Lasso Regression
ndTITLE: Week 35: From Ordinary Linear Regression to Ridge and Lasso Regression
AUTHOR: Morten Hjorth-Jensen {copyright, 1999-present|CC BY-NC} at Department of Physics, University of Oslo & Department of Physics and Astronomy and National Superconducting Cyclotron Laboratory, Michigan State University
DATE: today
@@ -1725,18 +1725,10 @@ which gives us, using the orthogonality of the matrices $\bm{U}$ and $\bm{V}$,,
!bt
\[
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{p-1}\bm{u}_i\bm{u}^T_j\bm{y},
\tilde{y}_{\mathrm{OLS}}=\bm{U}\bm{U}^T\bm{y}=\sum_{i=0}^{n-1}\bm{u}_i\bm{u}^T_i\bm{y},
\]
!et
Note here that when we perform the multiplication of the various matrices, the orthogonal vectors of the matrix $\bm{U}$
!bt
\[
\bm{U}=[\bm{u}_0,\bm{u}_1,\dots,\bm{u}_{n-1}],
\]
!et
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 $\bm{U}$.
!split