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This chapter explores linear models for regression, focusing on linear basis functions, sequential learning, and bayesian linear regression. Topics include linear regression goals, basis functions, bias parameter, polynomial models, gaussian, sigmoidal, fourier, and wavelet basis functions, sequential learning, least-mean-square algorithms, regularization, and predicting multiple target variables. The chapter also discusses the bias-variance decomposition and provides resources for further learning.
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Chapter 3 Linear Models for Regression
Main concepts: page numbers refer to PDF, not actual printed number
3.1 Linear basis functions models linear regression goal of linear regression basis functions bias parameter why do we need basis functions eg1. polynomial models: limitation and solution (p159) eg2. examples of other basis functions (p159) Gaussian Sigmoidal Fourier Wavelets 3.1. Questions about G noise and G distribution (p160-161) (i prefer to checking out youtube videos over reading textbook) ALGORITHM: Gaussian distribution
3.1.2 Can be skipped
3.1.3 Sequential Learning P
Used for large dataset; Or, appropriate for real- time applications in which the data observations are arriving in a continuous stream, and predictions must be made before all of the data points are seen.
Technique: sequential gradient descent - update the parameter vector w ater each interation ALGORITHM: Least-mean-square (aka. LMS Algorithms) P
3.1.4 Regularization of least squares
Regularization allows complex models to be trained on datasets of limited size without severe over-fitting, essentially by limiting the effective model complexity.
3.1.5 Predicting multiple target variables Extension from general gaussian noise distribution General gaussian noise distribution and log likelihood function
//TO DO 3.2 The Bias Variance Decomposition
Image explanation about model overfitting and underfitting:
3.3 & 3.4 Bayesian Linear Regression
Tutorial for general comncepts: https://www.youtube.com/watch?v=dtkGq9tdYcI
MLE has the problem with overfitting. Bayesian approcach provide the uncertainity.
Why Bayesian????? You can optimaize the loss function by using desicion theory. (in chapter 1 or 2)
Bayesian linear regression with python: https://zjost.github.io/bayesian-linear-regression/