Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ebumnuche nke isiokwu a bụ inye nkwado ndị ọkà mmụta sayensị mmalite data. N'ime akụkọ gara aga Anyị akọwapụtala ụzọ atọ iji dozie nhata nkwụghachi azụ ahịrị: ngwọta nyocha, mgbada gradient, mgbada stochastic gradient. Mgbe ahụ maka ngwọta nyocha anyị tinye usoro ahụ Anyị na-ewebata akara regression linear n'ụdị matrix. N'isiokwu a, dị ka aha ahụ na-egosi, anyị ga-akwado iji usoro a ma ọ bụ, na okwu ọzọ, anyị ga-enweta ya n'onwe anyị.

Ihe mere o ji bụrụ ihe ezi uche dị na ya itinye uche na usoro ahụ Anyị na-ewebata akara regression linear n'ụdị matrix?

Ọ bụ n'usoro nhata matriks ka n'ọtụtụ ọnọdụ mmadụ na-amalite ịmara na nlọghachi azụ linear. N'otu oge ahụ, ngụkọ zuru ezu nke otu esi enweta usoro ahụ dị ụkọ.

Dịka ọmụmaatụ, na nkuzi igwe sitere na Yandex, mgbe ewebata ụmụ akwụkwọ na nhazigharị, a na-enye ha ka ha jiri ọrụ sitere na ọba akwụkwọ. sklearn, ọ bụ ezie na ekwughị okwu ọ bụla gbasara ihe nnọchianya matriks nke algọridim. Ọ bụ n'oge a ka ụfọdụ ndị na-ege ntị nwere ike ịchọ ịghọta okwu a n'ụzọ zuru ezu - dee koodu na-ejighi ọrụ emebere. Iji mee nke a, ị ga-ebu ụzọ weta nhata na onye na-eme ihe n'usoro n'ụdị matriks. Edemede a ga-enye ndị chọrọ ịmụta ụdị nka aka. Ka anyị malite.

Ọnọdụ mbụ

Ngosipụta ebumnuche

Anyị nwere ụkpụrụ ebumnuche dị nso. Dịka ọmụmaatụ, ihe ezubere iche nwere ike ịbụ ọnụ ahịa akụ ọ bụla: mmanụ, ọla edo, ọka wit, dollar, wdg. N'otu oge ahụ, site na ọnụ ọgụgụ nke lekwasịrị anya ụkpụrụ ụkpụrụ anyị pụtara ọnụ ọgụgụ nke chọpụtara. Nleba anya dị otú ahụ nwere ike ịbụ, dịka ọmụmaatụ, ọnụ ahịa mmanụ kwa ọnwa maka afọ, ya bụ, anyị ga-enwe ụkpụrụ 12 lekwasịrị anya. Ka anyị malite iwebata akara ngosi. Ka anyị kọwapụta uru ọ bụla nke egosi ebumnuche dị ka Anyị na-ewebata akara regression linear n'ụdị matrix. Na mkpokọta anyị nwere Anyị na-ewebata akara regression linear n'ụdị matrix nleba anya, nke pụtara na anyị nwere ike na-anọchi anya anyị kwuru dị ka Anyị na-ewebata akara regression linear n'ụdị matrix.

Ndị na-eme mgbanwe

Anyị ga-eche na e nwere ihe ndị ruo n'ókè ụfọdụ na-akọwa ụkpụrụ nke lekwasịrị egosi. Dịka ọmụmaatụ, ọnụ ahịa mgbanwe dollar / ruble na-enwe mmetụta siri ike site na ọnụahịa mmanụ, ọnụego Federal Reserve, wdg. A na-akpọ ihe ndị dị otú ahụ regressors. N'otu oge ahụ, uru ọ bụla ezubere iche ga-adaba na uru regressor, ya bụ, ọ bụrụ na anyị nwere ihe ngosi 12 maka ọnwa ọ bụla na 2018, mgbe ahụ anyị kwesịkwara inwe ụkpụrụ 12 regressor maka otu oge ahụ. Ka anyị gosi ụkpụrụ nke onye ọ bụla regressor site Anyị na-ewebata akara regression linear n'ụdị matrix. Ka ọ dị n'ọnọdụ anyị Anyị na-ewebata akara regression linear n'ụdị matrix regressors (i.e. Anyị na-ewebata akara regression linear n'ụdị matrix ihe ndị na-emetụta ụkpụrụ egosi ebumnuche). Nke a pụtara na anyị nwere ike igosi ndị na-emeghachi azụ anyị dị ka ndị a: maka 1st regressor (dịka ọmụmaatụ, ọnụahịa mmanụ): Anyị na-ewebata akara regression linear n'ụdị matrix, maka onye regressor nke abụọ (dịka ọmụmaatụ, ọnụego Fed): Anyị na-ewebata akara regression linear n'ụdị matrix, Maka "Anyị na-ewebata akara regression linear n'ụdị matrix-th" regressor: Anyị na-ewebata akara regression linear n'ụdị matrix

Ndabere nke ihe nleba anya na regressors

Ka anyị were ya na ndabere nke akara ngosi Anyị na-ewebata akara regression linear n'ụdị matrix sitere na ndị regressors"Anyị na-ewebata akara regression linear n'ụdị matrixEnwere ike igosipụta nleba anya site na ngbanwe ngbanwe nke ụdị:

Anyị na-ewebata akara regression linear n'ụdị matrix

ebe Anyị na-ewebata akara regression linear n'ụdị matrix - "Anyị na-ewebata akara regression linear n'ụdị matrix-th" uru regressor site na 1 ruo Anyị na-ewebata akara regression linear n'ụdị matrix,

Anyị na-ewebata akara regression linear n'ụdị matrix - ọnụ ọgụgụ nke regressors site na 1 ruo Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix - ọnụọgụ ọnụọgụ angular, nke na-anọchi anya ego nke ihe nrịbama ebumnuche gbakọọ ga-agbanwe na nkezi mgbe onye na-agbanwe agbanwe agbanwe.

N'ikwu ya n'ụzọ ọzọ, anyị bụ maka onye ọ bụla (belụsọ Anyị na-ewebata akara regression linear n'ụdị matrix) nke regressor anyị na-ekpebi ọnụọgụgụ "anyị". Anyị na-ewebata akara regression linear n'ụdị matrix, wee mụbaa ọnụọgụgụ site na ụkpụrụ nke regressors "Anyị na-ewebata akara regression linear n'ụdị matrixth" nlebanya, n'ihi ya anyị na-enweta a ụfọdụ approximation "Anyị na-ewebata akara regression linear n'ụdị matrix-th" egosi ebumnuche.

Ya mere, anyị kwesịrị ịhọrọ ọnụọgụgụ ndị dị otú ahụ Anyị na-ewebata akara regression linear n'ụdị matrix, na nke ụkpụrụ nke anyị approximating ọrụ Anyị na-ewebata akara regression linear n'ụdị matrix a ga-adị nso dị ka o kwere mee na ụkpụrụ egosi ebumnuche.

Ịtụle àgwà nke ọrụ dị nso

Anyị ga-ekpebi nleba anya nleba anya nke ọrụ dị nso site na iji usoro obere square. Ọrụ ntule mma na nke a ga-ewere ụdị a:

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị kwesịrị ịhọrọ ndị dị otú ahụ ụkpụrụ nke ọnụọgụgụ $ w$ nke uru Anyị na-ewebata akara regression linear n'ụdị matrix ga-abụ nke kacha nta.

Na-atụgharị nhata n'ụdị matriks

Nnọchite anya vector

Iji malite, iji mee ka ndụ gị dịkwuo mfe, ị kwesịrị ịṅa ntị na usoro nkwụghachi azụ nke linear ma chọpụta na ọnụọgụ mbụ. Anyị na-ewebata akara regression linear n'ụdị matrix adịghị ụba site ọ bụla regressor. N'otu oge ahụ, mgbe anyị tụgharịrị data n'ụdị matriks, ọnọdụ ahụ a kpọtụrụ aha n'elu ga-eme ka mgbako ahụ sie ike. N'akụkụ a, a na-atụ aro ka iwebata regressor ọzọ maka ọnụọgụ mbụ Anyị na-ewebata akara regression linear n'ụdị matrix ma were ya na otu. Ma ọ bụ karịa, ọ bụla "Anyị na-ewebata akara regression linear n'ụdị matrixequate th uru nke a regressor ka otu - mgbe niile, mgbe ọtụtụ site na otu, ọ dịghị ihe ga-agbanwe site n'ókè nke n'ihi nke mgbako, ma site n'ókè nke iwu nke ngwaahịa nke matrices, anyị ahụhụ. a ga-ebelata nke ukwuu.

Ugbu a, maka oge a, iji mee ka ihe dị mfe, ka anyị were na anyị nwere naanị otu "Anyị na-ewebata akara regression linear n'ụdị matrix-th" nlele. Mgbe ahụ, were ya na ụkpụrụ nke regressors "Anyị na-ewebata akara regression linear n'ụdị matrix-th" nleba anya dị ka vector Anyị na-ewebata akara regression linear n'ụdị matrix. Vector Anyị na-ewebata akara regression linear n'ụdị matrix nwere size Anyị na-ewebata akara regression linear n'ụdị matrix, nke ahụ bụ Anyị na-ewebata akara regression linear n'ụdị matrix ahịrị na kọlụm 1:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị gosipụta ọnụọgụgụ achọrọ dị ka vector Anyị na-ewebata akara regression linear n'ụdị matrix, nwere size Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Linear regression nhata maka"Anyị na-ewebata akara regression linear n'ụdị matrix-th" nlebanya ga-ewere ụdị:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ọrụ maka ịlele ogo nke ihe nlereanya linear ga-ewere ụdị a:

Anyị na-ewebata akara regression linear n'ụdị matrix

Biko mara na n'ikwekọ na iwu nke matrix multiplication, anyị kwesịrị transpose vector Anyị na-ewebata akara regression linear n'ụdị matrix.

Ihe nnọchianya Matrix

N'ihi ịba ụba vectors, anyị na-enweta nọmba: Anyị na-ewebata akara regression linear n'ụdị matrix, nke a ga-atụ anya ya. Nọmba a bụ nsoro"Anyị na-ewebata akara regression linear n'ụdị matrix-th" egosi ebumnuche. Ma, anyị chọrọ approximation nke ọ bụghị naanị otu lekwasịrị uru, ma ha niile. Iji mee nke a, ka anyị dee ihe niile "Anyị na-ewebata akara regression linear n'ụdị matrix-th" regressors na usoro matrix Anyị na-ewebata akara regression linear n'ụdị matrix. Matriks nke pụta nwere oke Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ugbu a akara regression linear ga-ewere ụdị a:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị gosi ụkpụrụ nke ndị egosi ebumnuche (niile Anyị na-ewebata akara regression linear n'ụdị matrix) kwa vector Anyị na-ewebata akara regression linear n'ụdị matrix akụkụ Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ugbu a, anyị nwere ike dee nha anya maka ịlele ogo nke ihe nlere anya n'ụdị matriks:

Anyị na-ewebata akara regression linear n'ụdị matrix

N'ezie, site na usoro a anyị na-enwetakwa usoro a maara anyị Anyị na-ewebata akara regression linear n'ụdị matrix

Kedu ka esi eme ya? A na-emeghe brackets, a na-eme ihe dị iche iche, a na-agbanwe okwu ndị na-esi na ya pụta, wdg, na nke a bụ kpọmkwem ihe anyị ga-eme ugbu a.

Mgbanwe nke Matrix

Ka anyị mepee brackets

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị kwadoo nhata maka miche

Iji mee nke a, anyị ga-eme mgbanwe ụfọdụ. Na ụdi mgbako ọ ga-abụ ihe adaba anyị ma ọ bụrụ na vector Anyị na-ewebata akara regression linear n'ụdị matrix ga-anọchi anya na mmalite nke ngwaahịa ọ bụla na nha anya.

Ntughari 1

Anyị na-ewebata akara regression linear n'ụdị matrix

Kedu ka o siri mee? Iji zaa ajụjụ a, naanị lelee nha nke matrices na-abawanye wee hụ na na mmepụta anyị na-enweta nọmba ma ọ bụ n'ụzọ ọzọ. Anyị na-ewebata akara regression linear n'ụdị matrix.

Ka anyị detuo nha nke okwu matriks.

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ntughari 2

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị dee ya n'ụzọ yiri mgbanwe 1

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Na mmepụta anyị na-enweta nha nha nke anyị ga-eji dị iche iche:
Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ekewa ọrụ ntule ogo ihe nlereanya

Ka anyị dị iche n'ihe gbasara vector Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ajụjụ kpatara ya Anyị na-ewebata akara regression linear n'ụdị matrix ekwesighi ịdị, mana anyị ga-enyocha arụmọrụ maka ịchọpụta ihe ndọpụta na okwu abụọ ndị ọzọ n'ụzọ zuru ezu karị.

Ọdịiche 1

Ka anyị gbasaa na ọdịiche: Anyị na-ewebata akara regression linear n'ụdị matrix

Iji chọpụta mpụta nke matriks ma ọ bụ vector, ịkwesịrị ileba anya n'ihe dị n'ime ha. Ka anyị lee:

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị gosipụta ngwaahịa nke matrices Anyị na-ewebata akara regression linear n'ụdị matrix site na matrix Anyị na-ewebata akara regression linear n'ụdị matrix. Matrix Anyị na-ewebata akara regression linear n'ụdị matrix square na ọzọ, ọ bụ symmetrical. Ihe ndị a ga-abara anyị uru ma emechaa, ka anyị cheta ha. Matrix Anyị na-ewebata akara regression linear n'ụdị matrix nwere size Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ugbu a ọrụ anyị bụ ịgbasa vectors nke ọma site na matriks ma ghara inweta "abụọ abụọ bụ ise," yabụ ka anyị lekwasị anya ma kpachara anya nke ukwuu.

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Agbanyeghị, anyị enwetala okwu dị mgbagwoju anya! N'ezie, anyị nwetara nọmba - a scalar. Ma ugbu a, n'ezie, anyị na-aga n'ihu na ọdịiche. Ọ dị mkpa ịchọta mpụta nke okwu na-apụta maka ọnụọgụ ọ bụla Anyị na-ewebata akara regression linear n'ụdị matrix ma nweta akụkụ vector dị ka mmepụta Anyị na-ewebata akara regression linear n'ụdị matrix. Naanị ọ bụrụ na, m ga-ede usoro ndị a site na omume:

1) iche site na Anyị na-ewebata akara regression linear n'ụdị matrix, anyị nwetara: Anyị na-ewebata akara regression linear n'ụdị matrix

2) iche site na Anyị na-ewebata akara regression linear n'ụdị matrix, anyị nwetara: Anyị na-ewebata akara regression linear n'ụdị matrix

3) iche site na Anyị na-ewebata akara regression linear n'ụdị matrix, anyị nwetara: Anyị na-ewebata akara regression linear n'ụdị matrix

Nsonaazụ bụ vector ekwere nkwa nke nha Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ọ bụrụ na i lebakwuo anya na vector, ị ga-achọpụta na enwere ike ịchịkọta akụkụ aka ekpe na akụkụ aka nri nke vector n'ụzọ nke na, n'ihi ya, vector nwere ike kewapụ ya na vector a gosipụtara. Anyị na-ewebata akara regression linear n'ụdị matrix nha Anyị na-ewebata akara regression linear n'ụdị matrix. Dịka ọmụmaatụ Anyị na-ewebata akara regression linear n'ụdị matrix (ihe aka ekpe nke ahịrị elu nke vector) Anyị na-ewebata akara regression linear n'ụdị matrix (ihe ziri ezi nke elu ahịrị nke vector) nwere ike ịnọchite anya dị ka Anyị na-ewebata akara regression linear n'ụdị matrixna Anyị na-ewebata akara regression linear n'ụdị matrix - Kedu Anyị na-ewebata akara regression linear n'ụdị matrix wdg. na ahịrị ọ bụla. Ka anyị gbakọọ:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị wepụ vector Anyị na-ewebata akara regression linear n'ụdị matrix na na mmepụta anyị na-enweta:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ugbu a, ka anyị lebakwuo anya na matriks na-apụta. Matriks bụ nchikota nke matrices abụọ Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị cheta na obere oge gara aga, anyị kwuru otu ihe dị mkpa nke matriks Anyị na-ewebata akara regression linear n'ụdị matrix - ọ bụ symmetrical. Dabere na ihe onwunwe a, anyị nwere ike iji obi ike kwuo na okwu ahụ Anyị na-ewebata akara regression linear n'ụdị matrixAnyị na-ewebata akara regression linear n'ụdị matrix. Enwere ike ịchọpụta nke a ngwa ngwa site na ịgbasa ngwaahịa nke matrices element site na mmewere Anyị na-ewebata akara regression linear n'ụdị matrix. Anyị agaghị eme nke a ebe a; ndị nwere mmasị nwere ike lelee ya n'onwe ha.

Ka anyị laghachi n'okwu anyị. Mgbe mgbanwe anyị gasịrị, ọ bịara dịka anyị chọrọ ịhụ ya:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ya mere, anyị dechara nke mbụ dị iche iche. Ka anyị gaa n'ihu n'okwu nke abụọ.

Ọdịiche 2

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị soro ụzọ e tiri ihe. Ọ ga-adị mkpụmkpụ karịa nke gara aga, yabụ agakwala tere aka na ihuenyo.

Ka anyị gbasaa vectors na matrix element site na mmewere:

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị wepụ ha abụọ na mgbako maka oge - ọ naghị arụ ọrụ dị ukwuu, mgbe ahụ, anyị ga-etinyeghachi ya n'ọnọdụ ya. Ka anyị were matriks mụbaa vectors. Nke mbụ, ka anyị mụbaa matriks Anyị na-ewebata akara regression linear n'ụdị matrix na vector Anyị na-ewebata akara regression linear n'ụdị matrix, anyị enweghị mgbochi ebe a. Anyị na-enweta vector size Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị mee ihe ndị a - mụbaa vector Anyị na-ewebata akara regression linear n'ụdị matrix ka vector pụta. Na ọpụpụ nọmba ga-echere anyị:

Anyị na-ewebata akara regression linear n'ụdị matrix

Mgbe ahụ, anyị ga-ekewa ya. Na mmepụta anyị na-enweta vector nke akụkụ Anyị na-ewebata akara regression linear n'ụdị matrix:

Anyị na-ewebata akara regression linear n'ụdị matrix

Na-echetara m ihe ọ bụla? Nke ahụ dị mma! Nke a bụ ngwaahịa nke matrix Anyị na-ewebata akara regression linear n'ụdị matrix na vector Anyị na-ewebata akara regression linear n'ụdị matrix.

Ya mere, a na-emecha ọdịiche nke abụọ nke ọma.

Kama nkwubi okwu

Ugbu a, anyị maara ka nha anya siri bịa Anyị na-ewebata akara regression linear n'ụdị matrix.

N'ikpeazụ, anyị ga-akọwa ụzọ dị ngwa iji gbanwee usoro nhazi.

Ka anyị nyochaa ịdị mma nke ihe nlereanya ahụ dabere na usoro square kacha nta:
Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Ka anyị ekewapụta okwu dị iche iche:
Anyị na-ewebata akara regression linear n'ụdị matrix Anyị na-ewebata akara regression linear n'ụdị matrix

Anyị na-ewebata akara regression linear n'ụdị matrix

Akwụkwọ

Isi mmalite ịntanetị:

1) habr.com/ru/post/278513
2) habr.com/ru/company/ods/blog/322076
3) habr.com/ru/post/307004
4) nabatchikov.com/blog/view/matrix_der

Akwụkwọ ọgụgụ, nchịkọta nsogbu:

1) Nkuzi nkuzi na mgbakọ na mwepụ dị elu: nkuzi zuru oke / D.T. Edere - ed anọ. - M.: Iris-press, 4
2) Ntụle nlọghachi azụ etinyere / N. Draper, G. Smith - 2nd ed. – M.: Ego na Statistics, 1986 (nsụgharị si Bekee)
3) Nsogbu maka idozi nha matriks:
function-x.ru/matrix_equations.html
mathprofi.ru/deistviya_s_matricami.html


isi: www.habr.com

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