Nonlinearity: Basis Functions

01/08/2018

Tags: machine learning non-linearity basis functions

We often work in linear space, but you might ask how we could capture nonlinearity? The answer lies in basis functions.

Suppose we have data with a single, real-valued covariate input and that follows a quadratic trend. We’d like to fit a quadratic regression. How can we use the same tooling we have for linear regression and apply it to this problem?

Our problem as a linear regression would look like:

\[y = w_1x_1 + w_0\]

So our $\mathbf{x}$ would look like:

\[\begin{bmatrix} 1 \\ x_1 \end{bmatrix}\]

And our $\mathbf{w}$ would look like:

\[\begin{bmatrix} w_0 \\ w_1 \end{bmatrix}\]

To capture this quadratic form, we can simply use a basis function.

Basis Functions

Let $\phi(\mathbf{x})$ be a function that maps an input $\mathbf{x}$ to a new vector output of any dimensional output. For example, we can have $\phi$ do the following transformation:

\[\begin{bmatrix} 1 \\ x_1 \end{bmatrix} \to \begin{bmatrix} 1 \\ x_1 \\ x_1^2 \end{bmatrix}\]

Because we’ve increased the dimensionality of $\mathbf{x}$, we’d also need to increase the dimensionality of $\mathbf{w}$. As a result, our new lienar regression would look like:

\[y = \mathbf{w}^\top \phi(\mathbf{x}) = w_2x_1^2 + w_1x_1 + w_0\]

Ta-da! We have a quadratic regresion! Of course, we’re not limited to polynomial regressions. Our $\phi$ basis function can transform our feature vector into any output we want. It’s simply a matter of choosing the right functions to perform the basis transformation, but that’s a whole ordeal on its own. The point is that it is indeed possible to use the same techniques learned for linear regression in non-linear cases just by basis functions. Ultimately, everything ends up being something like a linear model (except for Random Forests and the like, TBA).

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