changes to week37

This commit is contained in:
Morten Hjorth-Jensen
2020-09-16 13:54:27 +02:00
parent ec257df6d3
commit f707410252
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@@ -8,9 +8,17 @@ DATE: today
* Thursday September 10: Motivation for shrinkage methods and the Singular Value Decompostion theorem
* Friday September 11: Ridge and Lasso regression
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===== Thursday September 10 =====
"Video of Lecture":"https://www.uio.no/studier/emner/matnat/fys/FYS-STK4155/h20/forelesningsvideoer/LectureSeptember10.mp4?vrtx=view-as-webpage" and "handwritten notes":"https://github.com/CompPhysics/MachineLearning/blob/master/doc/HandWrittenNotes/NotesSeptember10.pdf"
More material will be added here, see handwritten notes also.
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===== A Bayesian approach to develop intuition about skrinkage methods =====
See Handwritten notes
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===== The singular value decomposition =====
@@ -332,6 +340,15 @@ It is indeed the economy-sized SVD, note the summation runs up tp $$p$$ only and
Here we have that $${\bf X} = {\bf U}{\bf \Sigma}{\bf V}^T$$, with $$\Sigma$$ being an $$ n\times p$$ matrix and $${\bf V}$$ being a $$ p\times p$$ matrix. We also have assumed here that $$ n > p$$. 
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===== Friday September 12 =====
"Video of Lecture":"https://www.uio.no/studier/emner/matnat/fys/FYS-STK4155/h20/forelesningsvideoer/LectureSeptember11.mp4?vrtx=view-as-webpage" and "handwritten notes":"https://github.com/CompPhysics/MachineLearning/blob/master/doc/HandWrittenNotes/NotesSeptember11.pdf"
More material will be added here, see handwritten notes also.
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===== Ridge and LASSO Regression =====