Normal Equation in Linear Regression

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In linear regression we’ve talked about, we found optimum theta by iterating with gradient descent.

The “Normal Equation” is a method of finding the optimum theta without iteration.

Comparison of gradient descent and normal equation

Gradient Descent Normal Equation
Needs to choose alpha No need to choose alpha
Needs many iterations No need to iterate
Works well when n is large Slow if n is very large

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