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Understanding Least Squares Solution in ML
Read Full Article: Understanding Least Squares Solution in ML
Least Squares Solution (LSS) in machine learning is crucial for fitting multiple equations simultaneously, which is a fundamental aspect of modeling. Contrary to the common belief that LSS merely finds the best-fitting line for data points, it actually identifies the closest vector in the column space to the output vector, essentially projecting the output in the output space. This approach is akin to finding the closest point on a plane to an external point by dropping a perpendicular line, ensuring the closest achievable output of a linear model. Understanding LSS is vital as it underpins the ability of linear models to approximate true outputs effectively.
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