Timeline for How do you derive the gradient for weighted least squares?
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 12, 2016 at 0:55 | vote | accept | vega | ||
| Oct 11, 2016 at 21:19 | comment | added | Rodrigo de Azevedo | @vega Page 12, section 2.4.4 | |
| Oct 11, 2016 at 21:17 | comment | added | vega | Ok thanks! Where in the cookbook would I look? | |
| Oct 11, 2016 at 20:53 | comment | added | Rodrigo de Azevedo | @vega You can write the quadratic form using double summation and then take partial derivatives. It's boring and it's one of those things one does once only. From then on, one consults The Matrix Cookbook in case one forgets about it. | |
| Oct 11, 2016 at 16:03 | comment | added | vega | Thanks. I have a question about the derivative though. For example, how did $ \mathrm w^T \mathrm X^T \mathrm U \mathrm X \mathrm w$ become $2 \mathrm X^T \mathrm U \mathrm X \mathrm w$? | |
| Oct 9, 2016 at 7:44 | history | answered | Rodrigo de Azevedo | CC BY-SA 3.0 |