Least Squares

Jan 24, 2026 ML Math Derivations 32 min read

ML Math Derivations (5): Linear Regression

A complete derivation of linear regression from three perspectives -- algebra (the normal equation), geometry (orthogonal projection), and probability (maximum likelihood) -- followed by Ridge, Lasso, gradient methods, …

Feb 12, 2025 Linear Algebra 28 min read

Essence of Linear Algebra (7): Orthogonality and Projections — When Vectors Mind Their Own Business

Orthogonality is what makes GPS work, noise-canceling headphones cancel, and JPEG compress. This chapter builds geometric intuition for orthogonal vectors, projections, Gram-Schmidt, QR decomposition, and least squares …