Math Problem Statement

Consider the following data points. (1, 8) (2, 4) (4, 3) Use partial derivatives to obtain the formula for the best least-squares fit to the data points.

Solution

To find the best least-squares fit to the given data points using partial derivatives, we will fit the data to a linear model of the form:

y=ax+by = ax + b

where aa and bb are constants to be determined.

Step 1: Define the Error Function

The error (or residual) for each data point is the difference between the actual yy-value and the predicted value from the linear model. For a set of data points (x1,y1),(x2,y2),,(xn,yn)(x_1, y_1), (x_2, y_2), \dots, (x_n, y_n), the sum of squared errors (SSE) is:

S(a,b)=i=1n(yi(axi+b))2S(a, b) = \sum_{i=1}^{n} \left( y_i - (ax_i + b) \right)^2

For the given data points (1,8),(2,4),(4,3)(1, 8), (2, 4), (4, 3), we have n=3n = 3, and the sum of squared errors becomes:

S(a,b)=(8(a1+b))2+(4(a2+b))2+(3(a4+b))2S(a, b) = (8 - (a \cdot 1 + b))^2 + (4 - (a \cdot 2 + b))^2 + (3 - (a \cdot 4 + b))^2

Step 2: Minimize the Error Function

To minimize the error function, we take partial derivatives of S(a,b)S(a, b) with respect to aa and bb, and set them equal to zero.

Partial Derivative with respect to aa:

Sa=2(8(a1+b))12(4(a2+b))22(3(a4+b))4\frac{\partial S}{\partial a} = -2(8 - (a \cdot 1 + b)) \cdot 1 - 2(4 - (a \cdot 2 + b)) \cdot 2 - 2(3 - (a \cdot 4 + b)) \cdot 4

Simplifying:

Sa=2((8ab)+2(42ab)+4(34ab))\frac{\partial S}{\partial a} = -2 \left( (8 - a - b) + 2(4 - 2a - b) + 4(3 - 4a - b) \right) Sa=2(8ab+84a2b+1216a4b)\frac{\partial S}{\partial a} = -2 \left( 8 - a - b + 8 - 4a - 2b + 12 - 16a - 4b \right) Sa=2(2821a7b)=42a+14b56\frac{\partial S}{\partial a} = -2 \left( 28 - 21a - 7b \right) = 42a + 14b - 56

Partial Derivative with respect to bb:

Sb=2(8(a1+b))2(4(a2+b))2(3(a4+b))\frac{\partial S}{\partial b} = -2(8 - (a \cdot 1 + b)) - 2(4 - (a \cdot 2 + b)) - 2(3 - (a \cdot 4 + b))

Simplifying:

Sb=2((8ab)+(42ab)+(34ab))\frac{\partial S}{\partial b} = -2 \left( (8 - a - b) + (4 - 2a - b) + (3 - 4a - b) \right) Sb=2(8ab+42ab+34ab)\frac{\partial S}{\partial b} = -2 \left( 8 - a - b + 4 - 2a - b + 3 - 4a - b \right) Sb=2(157a3b)=14a+6b30\frac{\partial S}{\partial b} = -2 \left( 15 - 7a - 3b \right) = 14a + 6b - 30

Step 3: Solve the System of Equations

Now, we solve the system of equations obtained from the partial derivatives:

  1. 42a+14b=5642a + 14b = 56
  2. 14a+6b=3014a + 6b = 30

We can solve this system to find aa and bb.

Solving the system:

From the second equation, solve for bb in terms of aa:

14a+6b=306b=3014ab=3014a6=57a314a + 6b = 30 \quad \Rightarrow \quad 6b = 30 - 14a \quad \Rightarrow \quad b = \frac{30 - 14a}{6} = 5 - \frac{7a}{3}

Substitute this into the first equation:

42a+14(57a3)=5642a + 14\left( 5 - \frac{7a}{3} \right) = 56 42a+7098a3=5642a + 70 - \frac{98a}{3} = 56 Multiply through by 3 to eliminate the fraction:

3(42a+70)98a=3563(42a + 70) - 98a = 3 \cdot 56 126a+21098a=168126a + 210 - 98a = 168 28a=4228a = -42 a=4228=1.5a = -\frac{42}{28} = -1.5

Now substitute a=1.5a = -1.5 into the expression for bb:

b=57(1.5)3=5+10.53=5+3.5=8.5b = 5 - \frac{7(-1.5)}{3} = 5 + \frac{10.5}{3} = 5 + 3.5 = 8.5

Final Equation

The best least-squares fit for the data points is:

y=1.5x+8.5y = -1.5x + 8.5

Would you like more details on any of the steps?

Here are some questions to consider:

  1. How would the least-squares fit change with more data points?
  2. What are the assumptions behind using a linear model for the fit?
  3. Could we use a non-linear model, and how would we compute that?
  4. How do we assess the goodness of the fit?
  5. How do we generalize this method for fitting higher-order polynomials?

Tip: The least-squares method minimizes the sum of squared differences between the observed and predicted values, ensuring the best overall fit.

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Math Problem Analysis

Mathematical Concepts

Linear Regression
Least-Squares Method
Partial Derivatives

Formulas

y = ax + b
S(a, b) = Σ(y_i - (ax_i + b))^2
∂S/∂a = 0, ∂S/∂b = 0

Theorems

Least-Squares Fit

Suitable Grade Level

University Level (Calculus, Linear Algebra)