FAU Lecture Notes in Pattern Recognition

Linear Regression & Norm-based Regularization: From Closed-form Solutions to Non-linear Problems

Norm-dependent Regression

Image under CC BY 4.0 from the Pattern Recognition Lecture

These are the lecture notes for FAU’s YouTube Lecture “Pattern Recognition”. This is a full transcript of the lecture video & matching slides. The sources for the slides are available here. We hope, you enjoy this as much as the videos. This transcript was almost entirely machine generated using AutoBlog and only minor manual modifications were performed. If you spot mistakes, please let us know!

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Welcome back to Pattern Recognition! Today, we want to look a bit more into how to apply norms in regression problems and the implications on the subsequent optimization.

Image under CC BY 4.0 from the Pattern Recognition Lecture

Here you see the norm dependent linear regression. You’ve seen that we essentially now put up the norms that we’ve seen previously in the optimization problem. Here we have some matrix A and some unknown vector x. We subtract this from b and…