Linear Regression: Least Squares Method

In course

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Description

This lecture covers the method of least squares in linear regression, focusing on finding the best-fitting line to a set of data points by minimizing the sum of the squares of the vertical distances between the data points and the line. The instructor explains the mathematical formulation of the least squares method, the QR factorization, and provides examples to illustrate the application of the method in solving linear regression problems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_nqoamcuq

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Ontological neighbourhood

Statistics

Data analysis: Regression analysis

Mathematics

Algebra: Linear algebra

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