diff --git a/is/UB4/Ex4.ipynb b/is/UB4/Ex4.ipynb index 6d60849..c65cf3b 100644 --- a/is/UB4/Ex4.ipynb +++ b/is/UB4/Ex4.ipynb @@ -204,17 +204,22 @@ " 0, & \\beta_i =0\\\\\n", " 1, & \\beta_i \\neq 0\\\\\n", "\\end{cases} %0 oder eins\n", - " \\\\\\frac{d \\bzero(\\lambda) }{d \\beta}&= -\\frac{2}{n} X_i^TY_i +2 \\beta_i \\overset{!}{=} 0\\\\\n", + "\\\\\\text{The problem can be simplified to one}\\\\ \\text{ some element representing all others}\\\\\n", + " L_i&=\\begin{cases}\n", + " 0, & \\beta_i =0\\\\\n", + " -\\frac{2}{n}Y^{T}_iX_i\\beta_i+\\beta_i^2+\\lambda , & \\beta_i \\neq 0\\\\\n", + "\\end{cases} \\\\\n", + " \\\\\\frac{d L_i }{d \\beta}&= -\\frac{2}{n} X_i^TY_i +2 \\beta_i \\overset{!}{=} 0\\\\\n", " \\beta_i&= \\frac{1}{n} X^T_iY_i\\\\\n", - " \\text{$|\\beta_i|$ in $\\bzero(\\lambda)$,$\\beta_i \\neq 0$, determine sum element of $\\bzero(\\lambda) > 0$}\\\\\n", - " 0&< -2|\\beta_i|^2+|\\beta_i|^2 +\\lambda\\\\\n", - " \\lambda&<|\\beta_i|^2\\\\\n", - " \\lambda &< \\left|\\frac{1}{n} X^T_iY_i\\right|^2 \\\\\n", - " \\sqrt{\\lambda} &< \\left|\\frac{1}{n} X^T_iY_i\\right| \\\\\n", + " \\text{$\\beta_i$ in $L_i$,$\\beta_i \\neq 0$, determine for which $\\lambda$ $\\beta_i =0$}\\\\\n", + " 0&= -2\\beta_i^2+\\beta_i^2 +\\lambda\\\\\n", + " \\lambda&=|\\beta_i|^2\\\\\n", + " \\lambda &= \\left|\\frac{1}{n} X^T_iY_i\\right|^2 \\\\\n", + " \\sqrt{\\lambda} &= \\left|\\frac{1}{n} X^T_iY_i\\right| \\\\\n", " \\bzero(\\lambda) = \\frac{1}{n} X^T_iY_i \\cdot \n", " \\begin{cases}\n", - " 0, & |X^T_iY_i|\\leq\\sqrt{\\lambda}\\\\\n", - " 1, & |X^T_iY_i|>\\sqrt{\\lambda}\\\\\n", + " 0, & |X^T_iY_i| =\\sqrt{\\lambda}\\\\\n", + " 1, & |X^T_iY_i|><\\sqrt{\\lambda}\\\\\n", "\\end{cases} \n", " \\end{align} \n", " Das ist etwas reverse engineered. ich bezweifle die Korrektheit aber vielleicht hilft es um zur richtigen Lösung zu kommen" @@ -230,6 +235,15 @@ "source": [] }, { + "cell_type": "code", + "execution_count": null, + "metadata": { + "collapsed": true + }, + "outputs": [], + "source": [] + }, + { "cell_type": "markdown", "metadata": {}, "source": [ @@ -360,9 +374,9 @@ "\\begin{align}\\blasso(\\lambda) &:= \\mathrm{arg \\, min}_{\\beta} \\frac{1}{n} \\norm{Y - X \\beta}_2^2 + \\lambda \\norm{\\beta}_1 ,\\\\\n", " &=\\mathrm{arg \\, min}_{\\beta} \\underbrace{\\frac{1}{n} Y^{T}Y}_{constant}- \\frac{2}{n}Y^{T}X\\beta+\\norm{\\beta}^2+\\lambda \\norm{\\beta}_1 \\\\\n", " &=\\mathrm{arg \\, min}_{\\beta} -\\frac{2}{n}Y^{T}X\\beta+\\norm{\\beta}^2+\\lambda \\norm{\\beta}_1 \\\\\n", - " &=\\mathrm{min}_{\\beta} \\sum^p_{i=1}-\\frac{2}{n}Y^{T}_iX_i\\beta_i+\\beta_i^2+\\lambda |\\beta|\\\\\n", + " &=\\mathrm{min}_{\\beta} \\sum^p_{i=1}-\\frac{2}{n}Y^{T}_iX_i\\beta_i+\\beta_i^2+\\lambda |\\beta_i|\\\\\n", " \\text{Minimize for a fixed i}\\\\\\text{The problem can be simplified to the sum of its parts}\\\\\n", - " L_i&=-\\frac{2}{n}Y^{T}_iX_i\\beta_i+\\beta_i^2+\\lambda |\\beta|\\\\\n", + " L_i&=-\\frac{2}{n}Y^{T}_iX_i\\beta_i+\\beta_i^2+\\lambda |\\beta_i|\\\\\n", " \\text{ $Y^{T}_iX_i >0$ subjects to $\\beta_i \\geq 0$}\\\\\\text{and vice versa $Y^{T}_iX_i \\leq0$ subjects to $\\beta_i \\leq 0$ }\\\\\\\\\n", " \\text{Case 1: $Y^{T}_iX_i >0$ and $\\beta_i \\geq 0$}\\\\\n", " \\frac{dL_i}{d\\beta} &=-\\frac{2}{n}Y^{T}_iX_i+2\\beta_i+\\lambda \\overset{!}{=} 0\\\\\n",