least-squares

Error-minimizing fit method

Least-squares is a mathematical method for finding the best-fitting curve or line through a set of data points by minimizing the sum of the squared differences between observed values and predicted values.

The approach underlies linear regression and countless statistical applications: a least-squares fit, least-squares regression.

Squaring the differences ensures that positive and negative errors don't cancel out.

regression

linear regression

Statistical straight-line fitting method

slope · intercept · coefficients · dependent variable · independent variable · trend line · scatter plot · extrapolation · interpolation · estimation

statistics

variance

Spread around the mean

degrees of freedom · ANOVA · correlation · outliers

computation

QR decomposition

Matrix as orthogonal-triangular product

optimization

minimization

Making as small as possible

Opposites
error minimization criterion

least-squaresminimax

Worst-case loss reduction

Family

least, square, squares, squared, squaring, squarer, less, lesser, lessen

Familiarity
Top 500,000
Profile
Used worldwide · Timeless · Abstract · Rated G