Gradient of MSE in Matrix form¶
Definition¶
\(\nabla c( \mathbf{w}) = \frac{1}{n}X^T(X\mathbf{w}- \mathbf{y})\)
\(X \in \mathbb{R}^{n\times d}\) | n samples, d features \(\mathbf{w} \in \mathbb{R}^{d \times 1}\) | d features \(\mathbf{y}\in \mathbb{R}^{n\times 1}\) | n target values