Open szcf-weiya opened 2 years ago
thanks, yeah you're correct, my notation is misleading. The point is Step 2 in Algo. 9.1 is also localized, so the fix is to add subscript j to W (thus S as well). Note that terms with W_j get cancelled out anyway.
your solution looks good.
thanks, yeah you're correct, my notation is misleading. The point is Step 2 in Algo. 9.1 is also localized, so the fix is to add subscript j to W (thus S as well). Note that terms with W_j get cancelled out anyway.
your solution looks good.
I don't think you can put them into a vector yhat, since each component uses a different S.
Step 2 of Alg. 9.1. is to fit a component function using all points, and this problem isolates the fitting procedure as a standalone question, what do you mean "Step 2 in Algo. 9.1 is also localized, so ..."
agree. Maybe I misunderstood your former description. Wait for your fix for a clear discussion.
I am concerned about the usage of S in your solution
The "smoothing matrix" is different for each query point in the local linear regression. In other words, different weighted linear regressions are performed on different points.
BTW, I think it should be straightforward by starting from the definition (my thought: https://github.com/szcf-weiya/ESL-CN/issues/167)