Least Squares

Geometry and algebra of linear maps, vectors, and matrices

When Ax = b has no exact solution (the usual case with more data than parameters), you do the next best thing: find the x that makes Ax as close to b as possible. "Close" means smallest squared error. This is least squares, the method underneath ordinary regression.

🔒 This is a Pro lesson — the interactive figure, worked examples, quiz and practice open with Pro access.

▶ Least Squares
← PCA via SVDMatrix Norms →