Linear regression question
Hello, I have a question about linear regression,
Ax=b, how to find constrained solution, like some elements of x have to be positive. Thank you. 
Re: Linear regression question
Quote:

Re: Linear regression question
Yeah, thanks.
But even the constraints are very sparse, I still need linear programming or quadratic programming? Do you have some related papers to recommend? Thank you. 
Re: Linear regression question
If I understand correctly, you have some data you are trying to do linear regression on, but you also have some knowledge of the form of the solution?
Well, first you could find the solution if the constraints were not there. If this happens to satisfy the constraints, you are done. If it doesn't, the solution must lie on the boundary defined by the constraints, given some assumptions. If the constraints are simple enough, you may be able to rewrite your problem with the knowledge that it is on the boundary. For example if you wanted a 1dimensional linear regression solution and knew the intercept with the yaxis had to be positive, but linear regression gave a unique solution with the intercept as negative (due presumably to noise in the data, I believe the constrained solution would have to have an intercept at zero. 
All times are GMT 7. The time now is 01:00 PM. 
Powered by vBulletin® Version 3.8.3
Copyright ©2000  2021, Jelsoft Enterprises Ltd.
The contents of this forum are to be used ONLY by readers of the Learning From Data book by Yaser S. AbuMostafa, Malik MagdonIsmail, and HsuanTien Lin, and participants in the Learning From Data MOOC by Yaser S. AbuMostafa. No part of these contents is to be communicated or made accessible to ANY other person or entity.