Linear Regression
The Normal Equation / Closed Form Solution
2
Derivative
Derivative: Rate of change.
Assume y = f(x). dy/dx shows how y changes if x is changed by a small amount
3
Derivative
4
Partial Derivative
5
Chain rule
6
Gradient
7
8
9
𝜕𝜃𝑇
𝐵𝜃
𝜕 𝜃
=2B 𝜃
𝜕(𝑋 𝜃)𝑇
𝑦
𝜕 𝜃
=
𝜕 𝜃
𝑇
𝑋
𝑇
𝑦
𝜕𝜃
= 𝑋
𝑇
𝑦
Design Matrix Groundtruth / label

Lec02_2_Linear Regression_ClosedFormSolution.pptx