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Linear model

PreviousmanNextLinear Regression

Last updated 5 years ago

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线性回归是典型的常见的线性模型。应该特征的线性组合都是线性模型。

Model specification

p(y∣x,θ)=N(y∣wTx,σ2)p(y|x,\theta) = N(y|w^Tx,\sigma^2)p(y∣x,θ)=N(y∣wTx,σ2) 线性回归通过把xxx替代成某个非线性函数ϕ(x)\phi(x)ϕ(x)则可以用于非线性关系的建模,则是: p(y∣x,θ)=N(y∣wTϕ(x),σ2)p(y|x,\theta) = N(y|w^T\phi(x),\sigma^2)p(y∣x,θ)=N(y∣wTϕ(x),σ2) 比如多项式: ϕ(x)=[1,x,x2,…,xd]\phi(x) = [1,x,x^2,…,x^d]ϕ(x)=[1,x,x2,…,xd]

MLaPP 的 第7章 Linear regression (page 248)

什么是异方差?为什么异方差的出现通常与模型中某个解释变量的变化有关?