I\'m new to machine learning and neural networks. I know how to build a nonlinear classification model, but my current problem has a continuous output. I\'ve been searching for
When it comes to nonlinear regression, this is referring to how the weights affect the output. If a function is not linear with respect to the weights, then your problem is a nonlinear regression problem. So for example, let's look at a Feedforward Neural Network with one hidden layer where the activation functions in the hidden layer are some function and the output layer has linear activation functions. Given this, the mathematical representation can be:
where we assume can operator on scalars and vectors with this notation to make it easy.
,
,
, and
are the weight you are aiming to estimate with the regression. If this was linear regression,
would equal z, because that would make y linearly dependent on
&
. But if
is nonlinear, say like
, then now y is nonlinearly dependent on the weights
.
Now provided you understand all that, I am surprised you haven't seen discussion of the nonlinear case because that's pretty much all people talk about in textbooks and research. The use of things like stochastic gradient descent, Nonlinear Conjugate Gradient, RProp, and other methods are to help find local minima (and hopefully good local minima) for these nonlinear regression problems, even though a global optimum is not typically guaranteed.