Hacker News new | ask | show | jobs
by rsp1984 1042 days ago
OK, got it. I think what you're describing is Gradient Descent on the Normal Equations to solve an overdetermined linear system. Indeed in such a system dim(x) == dim(b) == d. Matrix A is fixed though and not part of the estimation but you're correct about the complexity of gradient computation which is indeed O(d^2).

Thanks for the clarification of the uploading / compilation step.