Post on 14-Jan-2020
A, B, C, D
1
2
3
4
A
B
C
D
B − A − D − C
𝑧 = 1 𝑧 = 0
𝑦1𝑏
𝑦0𝑏
𝑦𝑎
𝒙
1
𝑁
𝑖=1
𝑁 𝑦𝑏𝑖 − 𝑦𝑎𝑖
𝑝(𝑧 = 1)
𝑧𝑖 − 𝑒𝑖
1 − 𝑒𝑖
𝑎
𝑏
𝑦
𝑁 𝑒𝑖 = 𝑝 𝑧𝑖 = 1 𝒙𝑖
𝑧 = 1
𝑧 = 0
𝛽 LASSO = argmin𝛽 𝑦 − 𝑿 𝛽𝑇
𝑦 − 𝑿 𝛽 + 𝜆∑𝑗=1𝑝
𝛽𝑗
𝑖 (𝑗, 𝑘)
𝑖 (𝑗, 𝑘)
𝑖, 𝑗, 𝑘 0 ≤ 𝑖 ≤ 15, 1 ≤ 𝑗 ≤ 9, 1 ≤ 𝑘 ≤ 16
𝜆
𝜆
𝜆
𝛽
𝛽