I have a set of N dimensional vectors Xi{x1, x2, ... xn} and a corresponding
set of scalar values Yi. I would like to find an N dimensional vector W{w1,
w2, ... wn} and a constant C that would minimize the error function
E = Sum(i=1 to N)(w1*xi1 + w2*xi2 + ... + wn*xin + C - Yi)^2
This seems so generally useful that I bet it's been solved and might even
have a name? My efforts to look it up in linear algebra or statistics books
however have failed. Can someone point me to the right place?
Thanks in advance,
Michael
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