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by solinent 2193 days ago
Off the top of my head,

- Principal component analysis

- Fitting a plane to a set of points

- Linear least squares

2 comments

I work with scientific data but have to say I have a very shallow math background and also forgotten most what I learnt at school/uni. However whenever I click open the source for scikit-learn / high level code published in papers I see SVD. A lot of the scenarios in biology have been abstracted to be matrix manipulation which is fascinating and I really need to learn.
All of these examples are equivalent to least squares :)
Yeah, for the most part all of engineering is equivalent to least squares I'd say, there's always some non-linear optimization procedure that uses a norm^2 metric since it's so well studied and solved already. It's disappointing as a mathematician, but the rest of me is fine with it :)
How is PCA the same as least squares? I've always understood it as the eigendecomposition of the covariance matrix.