Stochastic gradient descent

In this post, I introduce the widely used stochastic optimization technique, namely the stochastic gradient descent. I also implement the algorithm for the linear-regression problem and provide the Matlab code.

Gaussianity, Least squares, Pseudoinverse

Introduction.

In this post, we show the relationship between Gaussian observation model, Least-squares and pseudoinverse. We start with a Gaussian observation model and then move to the least-squares estimation. Then we show that the solution of the least-squares corresponds to the pseudoinverse operation.