Re:An introduction to machine learning through polynomial re...
by the_svd_doctor on Wednesday December 25, 2019 @06:36PM
(#21881100)
You never invert A^T A anyway, you would do Cholesky on it and use it to solve A^T A x = A^T b.
But regardless, QR on A should be the first choice.
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Re:An introduction to machine learning through polynomial re...
by throwlaplace on Wednesday December 25, 2019 @06:59PM
(#21881178)
that's a fair point. i would still use gradient descent (or conjugate gradients) if i didn't care about the exact minimum.