摘要: 关键点:用matrix notation对矩阵迹进行变换$\hat{y}=X{(X^TX)}^{-1}X^Ty=Hy$$\sum_i^n {(y_i-\hat{y}_i)}^2={(y-Hy)}^T(y-Hy)=y^Ty-y^THy-y^THy+y^TH^THy\\ \ \ =y^Ty-y^THy$... 阅读全文
posted @ 2015-08-31 15:57 porco 阅读(302) 评论(0) 推荐(0) 编辑