least squares

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Weighted Least Squares and locally weighted linear regression

by Krishna Sankar on February 5, 2012

weight_function

From the post on Closed Form Solution for Linear regression, we computed the parameter vector  which minimizes the square of the error between the predicted value  and the actual output  for all  values in the training set. In that [...]

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Straight line fit using least squares estimate

by Krishna Sankar on July 15, 2007

least_squares_fit

Two points suffice for drawing a straight line. However we may be presented with a set of data points (more than two?) presumably forming a straight line. How can one use the available set of [...]

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