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e47ba2f · Feb 18, 2017

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This branch is 75 commits behind nfmcclure/tensorflow_cookbook:master.

02_Implementing_a_Decomposition_Method

Using the Cholesky Decomposition Method

Here we implement solving 2D linear regression via the Cholesky decomposition in TensorFlow.

Model

Given A * x = b, and a Cholesky decomposition such that A = L*L' then we can get solve for x via

  1. Solving L * y = t(A) * b for y
  2. Solving L' * x = y for x.

Graph of linear fit

Cholesky decomposition