Machine Learning Notes (b) multiple linear regression

Multiple Features (multi-feature amount)

1, characters are defined:

 

2, Multivariate Linear Regression (linear regression):

3, the cost function:

 

4, gradient descent algorithm:

 

A gradient descent technique --Feature Scaling (feature scaling)

1, define: scaling each feature amount between -1 and 1. (With a range close to, such as 0 to 3, -2 to 0.5, etc.)

 

2, the role: to facilitate convergence upon a gradient descent (round profile closer).

 

3, scaling method:

(1) divided by the maximum value directly.

(2) Mean Normalization (mean normalization): subtracting the average divided by the range (i.e., maximum - minimum)

 

Gradient descent Skills II --Learning Rate (learning rate)

 

A: α = 0.1 B: α = 0.01 (α is small, convergence speed) C: α = 1 (α is too large, divergent)

 

Polynomial Regression (polynomial regression)

1, for example: different order terms can be converted to a different feature values, feature values ​​such as the area of ​​x1, characterized ² area value x2, characterized ³ area value x3. The polynomial regression problem into multiple linear regression.

 

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Origin www.cnblogs.com/orangecyh/p/11621656.html