Could somebody explain what does it mean this denotation: $$\min_w ||Xw - y||^2_2$$
P.S. Linear regression is described this way in Machine Learning.
Could somebody explain what does it mean this denotation: $$\min_w ||Xw - y||^2_2$$
P.S. Linear regression is described this way in Machine Learning.
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For a matrix $X$ choose $w$ such that $Xw$ is close to $y$ in the usual Euclidean distance sense.