arokem/statistical_learning — Issue #1: Is sympy appropriate for proving LS solution
Author: arokem
Created: 2012-01-25 17:53:32+00:00
State: open

Regarding the comment on "$RSS(\beta) = (\bf{y} - \bf{X}\beta)^2$" that reads:

"[Note that HTF write this as: $ RSS(\beta) = (\bf{y} - X\beta)^T
(\bf{y} - X\beta) $, but it is not clear to me why this is helpful]."

(y - X beta)^2 may be non-sensical, since you cannot
square a vector. On the other hand, v^T v clearly indicates the inner
product. It might be that it doesn't make sense to use Sympy to find the
matrix derivative?