Just a small correction on notation. The normal equations for linear regression are
The solution to the normal equations (for
) is given by the formula that you mention, and indeed the two solutions are equivalent. A proof of this fact is using the singular value decomposition:
and
where
and
. So,
Quote:
Originally Posted by lorddoskias
From coursera's ML course I've known that the normal equation is calculated as follows:
pinv((X'*X))*X'*Y; (octave code) but apparently this is equivalent to just pinv(X)*Y;
Can anyone explain why this is the case?
