Have a look at the book "Elements of statistical learning". http://statweb.stanford.edu/~tibs/ElemStatLearn/
On 03/06/2016 02:37 PM, Cayman Ag wrote: > Hello, I have a basic question regarding the formula on Ordinary Least > Squares 1.1.1. from this page: > > > scikit-learn.org/stable/modules/linear_model.html > > The formula is the following: min (sub w) || Xw - y|| sub 2 super 2 > > I understand that we are trying to choose w to minimize the residual sum of > squares xw-y. > > I don't understand what the subscript 2 (following the absolute value symbol) > refers to. > > > Thank you. > > ------------------------------------------------------------------------------ > _______________________________________________ > Scikit-learn-general mailing list > Scikit-learn-general@lists.sourceforge.net > https://lists.sourceforge.net/lists/listinfo/scikit-learn-general ------------------------------------------------------------------------------ Transform Data into Opportunity. Accelerate data analysis in your applications with Intel Data Analytics Acceleration Library. Click to learn more. http://makebettercode.com/inteldaal-eval _______________________________________________ Scikit-learn-general mailing list Scikit-learn-general@lists.sourceforge.net https://lists.sourceforge.net/lists/listinfo/scikit-learn-general
