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Commit ad5fe9f2 authored by Felix Ramnelöv's avatar Felix Ramnelöv
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Lab 1: Loglikelihood formula fix

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......@@ -104,7 +104,7 @@ Confusion matrix o misclassification error e framtana.
3. The functions where implemented using the following formulas:
- _Loglikelihood_: $$\log P(T | \theta, \sigma) = -\frac{n}{2} \log(2 \pi \sigma^2) - \frac{1}{2 \sigma^2} \sum_{i=1}^{n} (T_i - \mathbf{X}_i \boldsymbol{\theta})^2$$
- _Loglikelihood_: $$\log P(T | \theta, \sigma) = \log P(y |\mathbf{X}, \theta, \sigma) = -\frac{n}{2} \log(2 \pi \sigma^2) - \frac{1}{2 \sigma^2} \sum_{i=1}^{n} (y_i - \mathbf{X}_i \boldsymbol{\theta})^2$$
- _Ridge_: $$\mathcal{L}_{\text{ridge}}(\theta, \sigma, \lambda) = - \log P(T | \theta, \sigma) + \lambda \sum_{j=1}^{p} \theta_j^2$$
- _RidgeOpt_: $$\hat{\theta}, \hat{\sigma} = \arg \min_{\theta, \sigma} \mathcal{L}_{\text{ridge}}(\theta, \sigma, \lambda)$$
- _DF_: $$\text{df}(\lambda) = \text{tr}\left( X \left( X^T X + \lambda I \right)^{-1} X^T \right)$$
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