V2EX sum-of-squares

Sum-of-squares

Definition / 释义

sum-of-squares(平方和):把一组数(常见为误差或偏差)分别平方后再相加得到的总和。常用于统计学与数值计算中,用来衡量总体偏离程度;在回归分析里常见于最小二乘法(least squares)的目标函数。也常写作 sum of squares 或缩写 SS

Pronunciation / 发音

/sm v skwrz/

Examples / 例句

The sum-of-squares is smaller when the model fits the data better.
当模型对数据拟合得更好时,平方和会更小。

To estimate the parameters, we minimize the sum-of-squares of the residuals across all observations, which balances errors and reduces the influence of positive and negative deviations canceling out.
为了估计参数,我们最小化所有观测值残差的平方和,这样能平衡误差,并避免正负偏差相互抵消造成的误导。

Etymology / 词源

该词由 sum(总和)+ of + squares(平方) 组成,是一种典型的数学描述性构词方式:直接把运算步骤“平方后求和”写进名称里。作为统计术语,它随着误差分析与最小二乘法在1819世纪的数学与天文学问题中广泛使用而固定下来。

Related Words/ 相关词

Literary Works / 文学作品

  • The Elements of Statistical Learning(Hastie, Tibshirani, Friedman):讨论回归与损失函数时频繁涉及平方和/残差平方和。
  • Numerical Recipes(Press 等):在数据拟合与优化章节中使用“sum of squares”作为常见目标量。
  • Applied Linear Regression(Weisberg):线性回归推导与方差分析(ANOVA)中系统使用“sum of squares”。
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