Mastering Machine Learning on AWS
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Linear least squares estimation

Linear least squares (LLS) is an estimation approach that's used to estimate parameters based on the given data. The optimization problem of the LLS estimation can be explained as follows:

             

LLS is a set of formulations that are used to get solutions to the statistical problem of linear regression by estimating the values of  and . LLS is an optimization methodology for getting solutions for linear regression. It uses the observed values of x and y to estimate the values of  and . We encourage you to explore LLS solutions to understand how it estimates the linear regression parameters. However, as the focus of this book is to introduce you to these concepts and help you apply them in AWS, we won't go into the details of this methodology.