机器学习笔记之正规矩阵的不可逆性
2017-07-10 08:39
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Normal Equation Non-invertibility
When implementing the normal equation inoctave we want to use the 'pinv' function rather than 'inv.' The 'pinv'function will give you a value of θ evenif XTX is
notinvertible.
If XTX is non-invertible, thecommon
causes might be having :
· Redundant features, where two features are very closelyrelated (i.e. they are linearly dependent)
· Too many features (e.g. m ≤ n). In this case, delete somefeatures or use "regularization" (to be explained in a later lesson).
Solutions to theabove problems include deleting a feature that is linearly dependent withanother or deleting one or more features when there are too many features.
When implementing the normal equation inoctave we want to use the 'pinv' function rather than 'inv.' The 'pinv'function will give you a value of θ evenif XTX is
notinvertible.
If XTX is non-invertible, thecommon
causes might be having :
· Redundant features, where two features are very closelyrelated (i.e. they are linearly dependent)
· Too many features (e.g. m ≤ n). In this case, delete somefeatures or use "regularization" (to be explained in a later lesson).
Solutions to theabove problems include deleting a feature that is linearly dependent withanother or deleting one or more features when there are too many features.
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