[tw1010]

It's way more fun to know how to derive least squares than to memorize some formula: https://see.stanford.edu/materials/lsoeldsee263/05-ls.pdf (page 4)

[xadhominemx]

Also useful to understand least squares as a special case of maximum likelihood estimation. MLE I think is very intuitive.

[vecter]

I know a bit of stats, can you explain why MLE is intuitive?

[sampo]

[misunderstood]

[tw1010]

You're confusing linear regression and least squares. (They're connected but not identical in that way.) Least squares gives the closest orthagonal (perpendicular) projection onto the range of the matrix. The slide is correct.