machine learning(13) --Regularization:Regularized linear regression

machine learning(13) --Regularization:Regularized linear regression

  • Gradient descent

    • without regularization

                  

    • with regularization

                   

      • θ0与原来是的没有regularization的一样
      • θ1-n和原来相比会稍微变小(1-αλ⁄m)<1
  • Normal equation

    • without regularization

               

    • with regularization

                       

  • 在normal equation中，当XTX不可逆时

        

    • 若m<=n时，会出现矩阵不可逆的情况
    • 虽然在octave中pinv当X不可逆时也可以计算，但如果使用的语言或者是使用inv这种时，当X不可逆时就无法计算
    • Regularization考虑到了这一点，当+后，矩阵一定可逆。
时间： 2024-11-10 07:44:24

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