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Hi All, I am following the Andrew NG's machine learning class online from youtube and not from coursera. Currently, I am watching the second lecture which covers the concepts of Linear Regression. I did not understand few things:
The link for the video is : http://www.youtube.com/watch?v=5u4G23_OohI Thanks in advance. |
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Ok, a very quick primer: In logistic regression we are trying to fit a vector of weights (W) such that the proposed function W^TX is close to the objective function Y(X). So how do you measure this closeness? You need some sort of metric, that measures the difference between the your proposed function and your objective function.
So you want to find a set of weights (W) that reduce the distance between Y and W^TX as much as possible.
Simple linear regression has a closed form solution, which means you can find the optimal solution regardless of any convergence. But more complex regressions do not have a closed form so you need to iterate using Newtonian methods. Thank you for the answer.
(Jan 23 '13 at 12:06)
machine learner
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