Usefulness of convexity of linear regression when there is no closed form solution – stats.stackexchange.com

Usefulness of convexity of linear regression when there is no closed form solution – stats.stackexchange.com

05:19 No Comments
The optimisation problem in linear regression, $f(\beta) = ||y-X\beta||^2$ is convex (as it is a quadratic function), and when $(X^TX)$ is invertible, we have a unique solution which we can calculate ...

from Hot Questions - Stack Exchange OnStackOverflow
via Blogspot

Share this

Unknown

0 Comment to "Usefulness of convexity of linear regression when there is no closed form solution – stats.stackexchange.com"

Post a Comment

Subscribe to: Post Comments (Atom)