Linear regression is commonly used to fit a line to a collection of data. The method of least squares can be viewed as finding the projection of a vector. Linear algebra provides a powerful and efficient description of linear regression in terms of the matrix ATA.
Lecture Video and Summary
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Projection Matrices and Least Squares (00:48:05)
Lecture 16: Projection Matrices and Least Squares
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- Read Section 4.3 in the 4th or 5th edition.
Problem Solving Video
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Least Squares Approximation (00:08:03)
Problem Solving: Least Squares Approximation
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Problems and Solutions
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