mml-book / mml-book.github.io

Companion webpage to the book "Mathematics For Machine Learning"
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Clarification about 6.91 #658

Open javismiles opened 3 years ago

javismiles commented 3 years ago

regarding 6.91 in page 182 of the book, "Hence, x is a linear transformation of y, and we obtain",

in the final part of the line right below, on the right of Sigma:

we seem to be taking the transpose of (A^T A)^-1 A^T , and wouldn't that give us: A (A^T A)^-1 applying that the transpose of the inverse is the inverse of the transpose?

instead what I see is A(A^T A)^-1 (as if part of it was transposed but not the whole of it)

unless we are considering that A^T A was calculated fully in which case the result would be in any case the same

thank you for clarifying and congrats for a great book