Minimizing Ein by differentiation wr.t w

blunderboy · #1 10-17-2013, 10:22 PM

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

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 ${\rm X^T X}$ .

blunderboy · #3 10-18-2013, 05:45 AM

Aah..Got it. Thank you professor. I really appreciate the quick help from you. Your presence in the forum really help us. Thanks a lot!!

yaser · #4 10-18-2013, 11:46 AM

Quote:

Originally Posted by blunderboy

Aah..Got it. Thank you professor. I really appreciate the quick help from you. Your presence in the forum really help us. Thanks a lot!!

You are most welcome.

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