Week 2- Least Squares
This week we will talk about the most basic and most important class of optimization problems, least squares optimization. Whenever you fit a linear regression, you are solving a least squares problems, and least squares methods have applications across all quantitative fields. Although least squares methods are simple, they should not be dismissed- the fact that we can solve them rapidly, reliably means that it is useful to know how to formulate them in applied situations and how to solve them.
In this week we will go over the basics and a few simple applications, while the two weeks after this will explore data fitting examples and how to handle more complicated cases.
Your first homework assignment will be due next Sunday.
Here are more details on what you need to do this week:
- Go through module 2 and complete the week 2 readings.
- Attend our second meetup on Monday at 6:45 p.m. ET on Zoom
- Continue working on Lab 1