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Great article ! But I must admit, I didn't expect it to be using gradient descent. I like the Wikipedia derivation as well [1]. It says that the minimization pr
by globuous 6y ago
Great article ! But I must admit, I didn't expect it to be using gradient descent. I like the Wikipedia derivation as well [1]. It says that the minimization problem is convex, so you'll find a global minimum with gradient descent. But more interestingly, at the cost of inverting a potentially huge matrix, the article presents an elegant analytical solution to the problem.
[1] https://en.wikipedia.org/wiki/Ordinary_least_squares#Matrix/vector_formulation https://en.wikipedia.org/wiki/Ordinary_least_squares#Matrix/...