diff --git a/notes/mml.tex b/notes/mml.tex new file mode 100644 index 0000000..ab8aeb5 --- /dev/null +++ b/notes/mml.tex @@ -0,0 +1,36 @@ +\documentclass[11pt, a4paper]{article} +\usepackage[utf8]{inputenc} +\usepackage[T1]{fontenc} +\usepackage{concrete} +\usepackage{euler} +\usepackage{amsmath} +% \usepackage{amssymb} +%% Turing grid is 21 columns (of 1cm if we are using A4) +%% Usually 4 "big columns", each of 4 text cols plus 1 gutter col; +%% plus an additional gutter on the left. +\usepackage[verbose, left=5cm, textwidth=8cm]{geometry} +\author{James Geddes} +\date{\today} +\title{Linear Regression Done Right} +\begin{document} + +The problem as formulated by Deisenroth \emph{et al.} is roughly as +follows. We are given \(n\) “data points,” that is +\(\mathbf{x}_i\in\mathbf{R}^D\) and \(y_i\in\mathbf{R}\), for +\(i\in\{1,\dotsc,n\}\), and we are to find a function \(f\colon +\mathbf{R}^D \to \mathbf{R}\) such that the \(f(\mathbf{x}_i)\) +approximate the \(y_i\). + +The authors describes this notion of approxiation in several +ways. They say that \(f\) should “[model] the training data” and +“generalise well to predicting [values] at input locations that are +not part of the training data.” + +Already some things are curious. Why do the \(\mathbf{x}_i\) live in +\(\mathbf{R}^D\), a vector space? It seems likely that we would want to +approximate functions on other spaces. For example, suppose I am given +a temperature, sampled at points on the surface of the earth, and I +wish to find a function that describes the temperature at all +points. Then the approximating function will be \(f\colon +S^2\to\mathbf{R}\). And \(S^2\) is very much not a vector space. +\end{document}