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by chestervonwinch 2192 days ago
All of these examples are equivalent to least squares :)
2 comments

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.