J*y 发帖数: 271 | 1 Linear regression line 是通过 minimizes the sum of the SQUARE of the
vertical distances from the points to the line.
为什么不是那条 Sum of the vertical distances 最小的线?
谢谢 |
f**e 发帖数: 350 | 2 Linear regression by default uses least sqaures.
If you use the second criterion, this is called the least absolute deviation
estimator, which is more difficult to minimize. |
J*y 发帖数: 271 | 3 谢谢。也就是说为了计算容易一点。
其实minimize sum of squared distances 的同时,也 minimize sum of distances.
我可不可以说regression line 就是那条sum of vertical distances from points to
fitted line is the smallest.
deviation
【在 f**e 的大作中提到】 : Linear regression by default uses least sqaures. : If you use the second criterion, this is called the least absolute deviation : estimator, which is more difficult to minimize.
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f**e 发帖数: 350 | 4 你的解释不对,minimize sum of squared distances 不等于minimize sum of
distances,很容易找个反例。 |
J*y 发帖数: 271 | 5 明白了,谢谢。
【在 f**e 的大作中提到】 : 你的解释不对,minimize sum of squared distances 不等于minimize sum of : distances,很容易找个反例。
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m****i 发帖数: 875 | 6 都可以吧,有的人用2-norm,有的人用1-norm |