O'Reilly logo

Machine Learning by Sergios Theodoridis

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Problems

4.1 Show that the set of equations

Σθ=p

si322_e

has a unique solution if Σ > 0 and infinite many if Σ is singular.

4.2 Show that the set of equations

Σθ=p

si323_e

always has a solution.

4.3 Show that the shape of the isovalue contours of the mean-square error (J(θ)) surface

J(θ)=J(θ*)+(θθ*)TΣ(θθ*)

si324_e

are ellipses whose axes depend on the eigenstructure of Σ.

Hint

Assume that Σ has discrete eigenvalues.

4.4 Prove that if the true relation between ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required