Wednesday, December 28, 2016

Good wiki article in Linear Systems and Machine Learning - Tikhonov Regularization

This is a good Wikipedia article on an important topic in Machine Learning - Regularization: https://en.wikipedia.org/wiki/Tikhonov_regularization When finding an inverse of matrix, it is possible that one is dealing with a ill-posed (ill-conditioned) problem: https://en.wikipedia.org/wiki/Inverse_problem#Mathematical_considerations Multicolinearity: https://en.wikipedia.org/wiki/Condition_number

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