Normal Equation

🦉 Normal Equation Formula

\theta = (X^T X)^{-1}X^T y

🦉 Advantages and Disadvantages

No need to choose $\alpha$

Don't need to iterate

Need to compute $(X^TX)^{-1}$

Slow if $n$ is very large

🦉 If X^T X is Non-invertible

Redundant features (linearly dependent)

Too many features (e.g. $m \leq n$)

delete some features

use regularisation