Least Squares Formula PROOF
Автор: Virtually Passed
Загружено: 2022-08-24
Просмотров: 11394
First video: • Fitting a Line using Least Squares #SoME2
Linear least squares is a method commonly used to fit curves to data. The equation used for least squares here is derived using the column space of A. The 'best' value of X is the one that minimizes the distance between the vector b and [A]X. Most math textbooks stop at the result: A^T A X = A b and use different algorithms to find the best X. The pseudo-inverse is commonly used to solve this final equation since it is based on Singular Value Decomposition (SVD) - but that's a talk for another video.
Chapters:
0:00 Intro
0:08 Previous Video Summary
0:36 Problem Definition
1:16 Column Space of A
2:42 Orthogonality
3:40 Calculations & Result
5:16 Confirmation
5:41 Pseudo-Inverse
6:07 Outro
Music:
Nuclear Lynx - Discovery
--
Patreon: / virtuallypassed
Instagram: / virtuallypassed
Доступные форматы для скачивания:
Скачать видео mp4
-
Информация по загрузке:
