A Simple Problem (Linear Regression) • We have training data X = {x1 k }, k=1,..,N with corresponding output Y = {y k }, k=1,..,N • We want to find the parameters that predict the output Y from the data X in a linear fashion: y k ≈ wo + w1 x1 k x1 y Notations: Superscript: Index of the data point in the training data set; k = k th training data point Subscript: Coordinate of the data point; x1 k = coordinate 1 of data point k.
A Simple Problem (Linear Regression) • It is convenient to define an additional “fake” attribute for the input data: xo = 1 • We want to find the parameters that predict the output Y from the data X in a linear fashion: y k ≈ woxo k + w1 x1