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ChristianKl comments on Open thread, Sep. 14 - Sep. 20, 2015 - Less Wrong Discussion

3 Post author: MrMind 14 September 2015 07:10AM

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Comment author: skeptical_lurker 15 September 2015 01:03:20PM *  3 points [-]

So, there's some sort of function mapping from (cities,widgets)->sales, plus randomness. In general, I would say use some standard machine learning technique, but if you know the function is linear you can do it directly.

So:

sales=constant x cityvalue x widgetvalue + noise

d sales/d cityvalue = constant x widgetvalue

d sales/d widgetvalue = constant x cityvalue

(all vectors)

So then you pick random starting values of cityvalue , widgetvalue, calculate the error and do gradient decent.

Or just plug

Error = sum((constant x cityvalue x widgetvalue - sales)^2)

Into an optimisation function, which will be slower but quicker to code.

Comment author: philh 15 September 2015 01:57:34PM 2 points [-]

Thank you! This seems like the conceptual shift I needed.