Re:Guide to Linear Regression
by santaclaus on Wednesday July 22, 2015 @02:28AM
(#9928024)
Implicit in this discussion is the fact that the matrix is positive definite, no?
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| on HN ]
yeah.
and helpfully, in this context, if you're starting from the point of minimising the L2 error between the output of some linear function and a target, then the resulting linear system will have the form $A^T A x = A^T b$, so the matrix in question is $A^T A$, so it'll always be positive semidefinite.