linear regression: closed-form solution

(1.2 hours to learn)

Summary

Linear regression has a closed-form solution in terms of basic linear algebra operations. This makes it a useful starting point for understanding many other statistical learning algorithms.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

-Free-

Coursera: Machine Learning (2013)
An online machine learning course aimed at a broad audience.
Author: Andrew Y. Ng
Other notes:
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Stanford's Machine Learning lecture notes
Lecture notes for Stanford's machine learning course, aimed at graduate and advanced undergraduate students.
Author: Andrew Y. Ng

Supplemental resources (the following are optional, but you may find them useful)

-Paid-

See also

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