Linear Regression and Sparsity

Hao Wang

xdwangh@mail.ustc.edu.cn

Outline

• 扯扯机器学习的机遇

• 这门课的遗憾

• Matrix

• Linear Regression

• Sparsity

扯扯机器学习的机遇

• Big data– Opportunities

• Collective Intelligence– Crowdsourcing

– Search engine

– Challenges• Obtain knowledge

• Efficient computing

ˆ Ty x θ=

1 2[1, , ]Tx x x=

演示者

演示文稿备注

从实验结果看稀疏性

演示者

演示文稿备注

从代数角度解释稀疏性

演示者

演示文稿备注

相关的其他范数

Induce Sparsity

• Introduce Sparsity-Inducing Norms– Sparsity via L1

– Sparsity via L1+L2

– Sparsity via L1/Lq

– ……..

– So many

• Some people also introduce sparsity from other perspective(see icml 2012 Zoubin)