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5 lines
220 B
TeX
5 lines
220 B
TeX
\subsection{Linear Least Squares}
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\bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$.
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\bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$
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