You're on the right track, and your explanation captures many of the essential ideas in
supervised learning and regression. However, there are a few misinterpretations and areas
that could be clarified or expanded. I'll first correct and then elaborate on each point,
followed by clear examples.
✅ Your Original Summary (Corrected & Expanded)
1. Linear Regression:
✔️Correct: It’s a supervised learning algorithm used to predict continuous outputs.
Training: You train the model using data with known inputs XX and outputs yy.
Testing: You feed in new XX and get predicted y^\hat{y}.
Goal: Minimize the difference between y^\hat{y} and actual yy.
🧠 Mathematically:
y^=θTx\hat{y} = \theta^T x
We aim to minimize:
J(θ)=12m∑i=1m(θTx(i)−y(i))2J(\theta) = \frac{1}{2m} \sum_{i=1}^m (\
theta^T x^{(i)} - y^{(i)})^2
2. Least Mean Squares (LMS):
⚠️Slight clarification needed.
LMS is an online (stochastic) version of gradient descent. It updates weights one
example at a time:
θ:=θ−α⋅(hθ(x(i))−y(i))⋅x(i)\theta := \theta - \alpha \cdot (h_\
theta(x^{(i)}) - y^{(i)}) \cdot x^{(i)}
🟢 Use LMS when:
You want faster updates
You have streaming or very large datasets
3. Batch Gradient Descent:
✔️Correct.
Uses all training examples to compute the gradient at each step.
Slower but gives a more stable direction.
4. Probabilistic Interpretation:
⚠️Clarification: This applies more directly to logistic regression, not linear regression.
In logistic regression, we assume:
P(y=1∣x)=11+e−θTxP(y=1 \mid x) = \frac{1}{1 + e^{-\theta^T
x}}
🧠 This comes from assuming the log-odds (logit) are linear in xx.
5. Locally Weighted Linear Regression (LWLR):
✔️Correct, good insight.
It gives more weight to data points close to the query point.
Each prediction has a different θ\theta, fitted using weighted data.
🧪 Example: If you're predicting house prices, LWLR would give more weight to houses in
the same neighborhood, not those far away.
6. Logistic Regression:
✔️Correct.
Used for classification, particularly binary classification (0 or 1).
Uses the sigmoid function to convert output into a probability:
y^=11+e−θTx\hat{y} = \frac{1}{1 + e^{-\theta^T x}}
7. Newton's Method in Logistic Regression:
⚠️Clarification: You don’t maximize θ\theta; you optimize (minimize the cost or
maximize likelihood) using Newton-Raphson.
Faster than gradient descent if you can afford to compute the Hessian matrix.
Especially useful in logistic regression to find MLE (maximum likelihood estimate)
of θ\theta.
8. Generalized Linear Models (GLMs):
✔️Yes, GLMs generalize linear models to support other types of output:
Linear Regression: Predicts continuous outcomes → Normal distribution
Logistic Regression: Predicts binary classes → Bernoulli distribution
Poisson Regression: Predicts counts → Poisson distribution
GLMs consist of:
A linear predictor η=θTx\eta = \theta^T x
A link function g(μ)=ηg(\mu) = \eta
A distribution from the exponential family
🧪 Examples to Tie It Together
🔹 Linear Regression Example:
Predict house price based on square footage:
Input: x=[size]x = \text{[size]}
Output: y=pricey = \text{price}
Use gradient descent or LMS to learn θ\theta, minimize squared error.
🔹 Logistic Regression Example:
Predict whether an email is spam (1) or not (0) based on words:
Input: x=[contains “free”, contains “win”]x = \text{[contains “free”, contains “win”]}
Output: y∈{0,1}y \in \{0, 1\}
Use sigmoid and cross-entropy loss. Newton’s method or gradient descent can optimize
weights.
🔹 Locally Weighted Regression Example:
You want to predict the price of a house in city center. Instead of fitting one global model,
you weight data points close to the city center more heavily.
🔹 Generalized Linear Model Example:
You want to model the number of customer visits to a store per day.
Use Poisson regression (a GLM)
Link function: g(μ)=log(μ)g(\mu) = \log(\mu)
✅ Final Summary
You're mostly correct and demonstrating good understanding. Here's how to polish it:
Concept Correction or Note
It’s for online (stochastic) learning — one sample
LMS
at a time
Gradient Descent Used for full dataset — more stable but slower
Probabilistic Applies mainly to logistic regression, not linear
interpretation
Logistic Regression Uses sigmoid to classify; cost is log-loss
Newton’s Method Optimizes the likelihood; faster but costlier
General framework covering linear, logistic,
GLMs
Poisson, etc.
Would you like a visual concept map or Jupyter notebook example tying all this together?
