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chain_rules [2025/08/22 03:56] – [E.g] hkimscilchain_rules [2026/03/10 22:11] (current) – [e.g.] hkimscil
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 ====== e.g. ====== ====== e.g. ======
 see [[:gradient descent]] see [[:gradient descent]]
 +\begin{eqnarray*}
 +\because{ \;\; } \text{predicted value } \; \hat{y} & = & a + b x \\
 +\text{and }\;\;  \text{residual} & = & y - \hat{y} \\
 +\therefore{} \;\; \text{residual}^2 & = & (y - (a + b x)) \\
 +\therefore{} \sum{\text{residual}^2} & = & \sum{(y - (a + b x))^2} \\
 +& = & \text{SSE,  sum of square residuals} \\
 +\\
 +\dfrac{\text{dSSE}}{\text{da}} & = &   \\
 +\end{eqnarray*}
 +
 +intercept, a 에 대한 SSR의 미분은
 +\begin{eqnarray*} 
 +\widehat{y} & = & a + b * x \\
 +\text{a} & = & \text{intercept} \\
 +\text{residual} & = & (y - \widehat{y}) \\
 +\text{SSR} & = & \sum  {\text{residual}^2} = \sum{(y - (a + b x))^2}  \\
 +\dfrac{\text{d.SSR}}{\text{d.a}} & = & 
 +\dfrac{\text{d.SSR}}{\text{d.Res}} * \dfrac{\text{d.Res}}{\text{d.a}} \\ 
 +& = & (2 * \text{residual}) * \dfrac{ \text{d.Res}} {\text{d.intercept}} \\
 +& = & (2 * \text{residual}) * \dfrac{y - (a + b * x)} {\text{d.intercept}} \\
 +& = & 2 * \text{residual} * -1 \\
 +& = & -2 * \text{residual} \\
 +& = & -2 * (y - (a + b * x)) \\
 +& = & -2 * (y - \widehat{y}) \\
 +\end{eqnarray*}
 +
 +slope, b 에 대한 SSR의 미분은
 +\begin{eqnarray*} 
 +\widehat{y} & = & a + b * x \\
 +\text{b} & = & \text{slope} \\
 +\text{residual} & = & (y - \widehat{y}) \\
 +\text{SSR} & = & \sum  {\text{residual}^2} = \sum{(y - (a + b x))^2}  \\
 +\dfrac{\text{d.SSR}}{\text{d.a}} & = & 
 +\dfrac{\text{d.SSR}}{\text{d.Res}} * \dfrac{\text{d.Res}}{\text{d.b}} \\ 
 +& = & (2 * \text{residual}) * \dfrac{ \text{d.Res}} {\text{d.b}} \\
 +& = & (2 * \text{residual}) * \dfrac{y - (a + b * x)} {\text{d.b}} \\
 +& = & 2 * \text{residual} * -x \\
 +& = & -2 x * \text{residual} \\
 +& = & -2 x * (y - (a + b * x)) \\
 +& = & -2 x * (y - \widehat{y}) \\
 +\end{eqnarray*}
 +
  
-y.hat = a + b * x  
-a = intercept  
-residuals = (y - y.hat) 
-d.sum.of.residuals^2 / d.intercept  
-= d.sum.of.residuals^2 / d.sum.of.residuals * d.sum.of.residuals / d.intercept 
-= (2 * residual) *  d(y - y.hat)/d.intercept 
-= (2 * residual) *  d(y - (a + bx)) 
-= (2 * residual) *  d(y - a - bx) 
-= (2 * residual) *  -1 
-= -2 * residual 
  
-y.hat = a + b * x  
-b = slope 
-d.sum.of.square.res / d.slope 
-= d.sum.of.square.res / d.sum.of.res * d.sum.of.res / d.slope 
-= d.sum.of.square.res / d.slope 
-= (2 * residual) * d(y - a - bx) 
-= (2 * residual) * - x 
-= - 2 * x * residual 
  
chain_rules.1755835005.txt.gz · Last modified: by hkimscil

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