Re: I need a good algorithm! (Regression related)
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I'm not a math major but it looks like a linear algebra problem. Which leaves me dumbfounded because I'd bet some money you've taken that before. If that's the case, I don't know how to help you, but if not, you should read up a bit on linear algebra.
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Just to clarify: Im looking for ONE set of coefficients, such that the mean square error sum of the approximation is minimized.
Im assuming you thought I was looking for a coefficient set for each row. I only wish!
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