3
votes
1answer
170 views

What happens to the constant in Least Squares

Preliminaries For simplicity's sake assume we are dealing with a 2-dimensional dataset of examples $(x_i, y_i) \in \mathbb{R}^2$ which are split into a training (objects and their label known) and ...
3
votes
0answers
88 views

Scope of non-linear least squares

edit: tl;dr: I can coerce a lot of optimization problems to take the form of a non-linear least squares problem, but does it make sense to do so? Suppose we have some empirical data $P=\{(x_i', ...
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votes
0answers
49 views

Summation representation for multivariate regressions (or other time-saving techniques) [duplicate]

Possible Duplicate: Efficient online linear regression Is there a summation representation for multivariate regressions? For example, if I regress $y$ on $X$ instead of using $\hat \beta = ...