GENERAL REGRESSION PROBLEM We are given n sampling times x1, . ,xn and n corresponding targets y1, . ,yn. For each i , we define a radial function: Ф_i (x) =
The regression model is defined as the function y(x, w) =∑ is a vector of weights to be determined.
We assume that the targets are related to the model by an additive noise e_i as follows:
yi = y(xi ,ω)+ei .
The noise samples are assumed to be independent and identically distributed as N (0,σ^2).