【机器学习算法推导】线性模型

一、线性回归

\[ \begin{align}\begin{aligned} \begin{aligned}\\\begin{split}(w^*, b^*) &= arg \ \mathrm{min} \sum_{i = 1}^ m(y - y_i)^2 \\ &= arg \ \mathrm{min} \sum_{i = 1}^m (wx_i + b - y_i)^2\end{split}\\\end{aligned} \end{aligned}\end{align} \]

二、对数几率回归

三、LASSO回归

四、Ridge回归

五、线性判别分析