If not, in feature engineering, why is $$X^T(Y-X(X^TX)^{-1}X^TY)=0$$ for a full rank feature matrix $X \in \Bbb R^{nd}$ and response values $Y \in \Bbb R^n$?
2026-03-26 12:06:38.1774526798
Is any full rank feature matrix unitary? If so, why?
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