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yaser · #2 10-18-2013, 12:34 AM

Quote:

Originally Posted by blunderboy

Can somebody please explain me how we got X' (X' is X Transpose) outside the braces after differentiation. Shouldn't it be X instead of X'.

When I revisited the lecture, I recalled professor saying it is not actually square. It is just transpose multipled by itself. This concept is not clear to me..

Appreciate the help

This comes from matrix calculus. The quantity $|| {\rm X}{\bf w}-{\bf y}||^2$ is in fact $({\rm X}{\bf w}-{\bf y})^{\rm T} ({\rm X}{\bf w}-{\bf y})$ .

The squared matrix I referred to was ${\rm X^T X}$ .