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/lin
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 o
