Machine Learning for the Web

Generalized linear models

The generalized linear model is a group of models that try to find the M parameters that form a linear relationship between the labels y_i and the feature vector x⁽ⁱ⁾ that is as follows:

Here, are the errors of the model. The algorithm for finding the parameters tries to minimize the total error of the model defined by the cost function J:

The minimization of J is achieved using an iterative algorithm called batch gradient descent ...