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Saxena Cs4758 Lecture4

This document discusses supervised machine learning techniques for linear regression. It introduces linear regression models that learn weights to combine sensor inputs to better estimate an output. The document describes using gradient descent or normal equations to learn the weights by minimizing the mean squared error between predictions and training data labels. It acknowledges parts were taken from lecture notes on linear regression and machine learning concepts.

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60 views2 pages

Saxena Cs4758 Lecture4

This document discusses supervised machine learning techniques for linear regression. It introduces linear regression models that learn weights to combine sensor inputs to better estimate an output. The document describes using gradient descent or normal equations to learn the weights by minimizing the mean squared error between predictions and training data labels. It acknowledges parts were taken from lecture notes on linear regression and machine learning concepts.

Uploaded by

Ivan Avramov
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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CS 4758/6758: Robot Learning Ashutosh Saxena Cornell University

1 Supervised Learning Sometimes we have a number of sensors (e.g., with output x1 and x2 ) and we want to combine them to get a better estimate (say y). One method is to combine them linearly. I.e., y = 1 x1 + 2 x2 + 0 (1) However, we do not know what weights i we should use. In this setting we can use linear regression, where we are given a training set to learn the weights from. 1.1 Notation To establish notation for future use, well use x(i) to denote the input variables (living area in this example), also called input features, and y (i) to denote the output or target variable that we are trying to predict. A pair (x(i) , y (i) ) is called a training example, and the dataset that well be using to learna list of m training examples {(x(i) , y (i) ); i = 1, ..., m}is called a training set. Note that the superscript (i) in the notation is simply an index into the training set, and has nothing to do with exponentiation. 2 Linear Regression To perform supervised learning, we must decide how were going to rep- resent functions/hypotheses h in a computer. As an initial choice, lets say we decide to approximate y as a linear function of x: h (x) = 0 + 1 x1 + 2 x2 Here, the i s are the parameters (also called weights) parameterizing the space of linear functions mapping from X to Y . To simplify our notation, we also introduce the convention of letting x0 = 1 (this is the intercept term), so that
n

h(x) =
i=0

i xi = T x,

(2)

where on the right-hand side above we are viewing and x both as vectors, and here n is the number of input variables (not counting x0 ). Now, given a training set, how do we pick, or learn, the parameters ? One reasonable method seems to be to make h(x) close to y , at least for the training examples we have. To formalize this, we will dene a function that measures, for each value of the s, how close the h(x(i) )s are to the corresponding y (i) s. We dene the cost function: m 1 (h (x(i) ) y (i) )2 (3) J() = 2 i=1 p. 1

If youve seen linear regression before, you may recognize this as the familiar least-squares cost function that gives rise to the ordinary least squares regression model. Whether or not you have seen it previously, lets keep going, and well eventually show this to be a special case of a much broader family of algorithms. 2.1 Gradient Descent One way to obtain the optimal value of is to use gradient descent. It starts with some initial , and repeatedly performs the update: j = j J() j (4)

This update is simultaneously performed for all values of j = 0, ..., n. 2.2 Normal equations Another method to obtain the parameters is by using normal equations. The closed form solution is given by: = (X T X)1 X T y (5) where X is a matrix containing all the features, with each row a datapoint in the tranining set, and y is the vectorized form of the training set labels. 3 Acknowledgements Parts of this text were taken from CS229 lecture notes by Andrew Ng. For more in-depth coverage of this material, please visit: http://www.cs.cornell.edu/Courses/CS6780/2009fa/materials/lecture2.pdf

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