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Mathematics

Linear Regression via the Normal Equations

Quick fact

The normal equations give the least-squares solution directly in one step, unlike iterative methods such as gradient descent. For a simple straight line, they reduce to basic formulas for the slope and intercept using only the means and variances of the data.

Why this is interesting

You can draw a line through almost any scatter plot, but how do you find the best one? And why does the answer come out of a single, simple formula?