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Old 10-18-2013, 12:34 AM
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yaser yaser is offline
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Join Date: Aug 2009
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Default Re: Minimizing Ein by differentiation wr.t w

Quote:
Originally Posted by blunderboy View Post


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}.
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