When we find the best linear approximation for the task y=X beta + epsilon we usually use the leat squares method (hereinafter LSM). Vector of factors ( beta ) is calculated in this case by the formula (1). It is possible to consider the same task with the l_ gamma ( gamma =4,8, infinity) metrics in spaces. In this case we should solve the task(2).
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机译:当我们找到任务的最佳线性近似时Y = x Beta + Epsilon,我们通常使用leat方块方法(下文中LSM)。因子(β)的矢量在这种情况下通过公式(1)计算。可以在空格中考虑使用L_ Gamma(Gamma = 4,8,Infinity)度量的相同任务。在这种情况下,我们应该解决任务(2)。
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