Hands-On Mathematics for Deep Learning

Linear models

In statistics, we use linear models to model the relationship between a dependent variable and one or more predictor variables.

As an example, let's suppose we have n observations Y_i and p predictors x_j, where n > p. We can write each observation as follows:

For all cases of , we can assume the following:

• are the unknown, fixed parameters that we want to figure out
• are the values of the p predictors for the i^th response
• are ...