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2480机器学习困难derivationlong

Orthogonal Features Give Coordinatewise Coefficients 9

题目

Suppose two features x1 and x2 are centered and orthogonal. Derive the OLS coefficients in terms of x1^T y, x2^T y, ||x1||^2, and ||x2||^2.

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你的答案

beta1_hat

beta2_hat