This commit is contained in:
Morten Hjorth-Jensen
2025-09-14 20:37:49 +02:00
parent c1a07a1b9f
commit fcbe09a20d
7 changed files with 135 additions and 135 deletions
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@@ -256,12 +256,12 @@ MathJax.Hub.Config({
<p>We could now define a new cost function to minimize, namely the negative logarithm of the above PDF</p>
$$
C(\boldsymbol{\theta}=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
C(\boldsymbol{\theta})=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
$$
<p>which becomes</p>
$$
C(\boldsymbol{\theta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
C(\boldsymbol{\theta})=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
$$
<p>Taking the derivative of the <em>new</em> cost function with respect to the parameters \( \theta \) we recognize our familiar OLS equation, namely</p>
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@@ -526,14 +526,14 @@ is equivalent to the maximization/minimization of the function itself.
<p>&nbsp;<br>
$$
C(\boldsymbol{\theta}=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
C(\boldsymbol{\theta})=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
$$
<p>&nbsp;<br>
<p>which becomes</p>
<p>&nbsp;<br>
$$
C(\boldsymbol{\theta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
C(\boldsymbol{\theta})=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
$$
<p>&nbsp;<br>
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@@ -527,12 +527,12 @@ is equivalent to the maximization/minimization of the function itself.
<p>We could now define a new cost function to minimize, namely the negative logarithm of the above PDF</p>
$$
C(\boldsymbol{\theta}=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
C(\boldsymbol{\theta})=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
$$
<p>which becomes</p>
$$
C(\boldsymbol{\theta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
C(\boldsymbol{\theta})=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
$$
<p>Taking the derivative of the <em>new</em> cost function with respect to the parameters \( \theta \) we recognize our familiar OLS equation, namely</p>
+2 -2
View File
@@ -604,12 +604,12 @@ is equivalent to the maximization/minimization of the function itself.
<p>We could now define a new cost function to minimize, namely the negative logarithm of the above PDF</p>
$$
C(\boldsymbol{\theta}=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
C(\boldsymbol{\theta})=-\log{\prod_{i=0}^{n-1}p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})}=-\sum_{i=0}^{n-1}\log{p(y_i,\boldsymbol{X}\vert\boldsymbol{\theta})},
$$
<p>which becomes</p>
$$
C(\boldsymbol{\theta}=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
C(\boldsymbol{\theta})=\frac{n}{2}\log{2\pi\sigma^2}+\frac{\vert\vert (\boldsymbol{y}-\boldsymbol{X}\boldsymbol{\theta})\vert\vert_2^2}{2\sigma^2}.
$$
<p>Taking the derivative of the <em>new</em> cost function with respect to the parameters \( \theta \) we recognize our familiar OLS equation, namely</p>