Ordinary Least Squares

concepts · 2 notes linked

Related: Regularization · Andrey Tikhonov · Ridge Regression · Bias Variance Tradeoff · Linear Regression

Notes

• Geometrical Interpretation of Linear Regression in Machine Learning versus Classical Statistics — Geometric view of OLS, MLE, and regularization in linear regression
• Ridge regression - Wikipedia — L2 regularization adding penalty to stabilize ill-conditioned regression