Least Squares Method from the View Point of Deep Learning

• 作者: Kazuyuki Fujii
• 来源期刊: 理论数学进展(英文)
• 学科: 工学
• 关键词: Least SQUARES Method STATISTICS DEEP LEARNING LEARNING Rate Linear ALGEBRA
• 年，卷（期）: 2018,（5）
• 页码范围: 485-493
• 页数: 9页
• 分类号: TP39

摘要

The least squares method is one of the most fundamental methods in Statistics to estimate correlations among various data. On the other hand, Deep Learning is the heart of Artificial Intelligence and it is a learning method based on the least squares. In this paper we reconsider the least squares method from the view point of Deep Learning and we carry out the computation thoroughly for the gradient descent sequence in a very simple setting. Depending on the values of the learning rate, an essential parameter of Deep Learning, the least squares methods of Statistics and Deep Learning reveal an interesting difference.