Least squares

Redirected from Method of least squares Least squares curve fitting[?] optimization problems are those which find a "best fit" to a set of data by attempting to minimize the sum of the squares of the errors between the fitted function and the data.

Many other optimization problems[?] can also be expressed in a least squares form, either minimizing energy or maximizing entropy.

See Linear regression and Gauss-Markov theorem. The Gauss-Markov theorem says that least-squares estimators are in a certain sense optimal.

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