[Scikit-learn-general] Explanation for ordinary least squares formula

[Cayman Ag]

Hello, I have a basic question regarding the formula on Ordinary Least Squares 1.1.1. from this page:


scikit-learn.org/stable/modules/linear_model.html

The formula is the following: min (sub w) || Xw - y|| sub 2 super 2

I understand that we are trying to choose w to minimize the residual sum of squares xw-y.

I don't understand what the subscript 2 (following the absolute value symbol) refers to.


Thank you.

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[Andreas Mueller]

Have a look at the book "Elements of statistical learning".
http://statweb.stanford.edu/~tibs/ElemStatLearn/

Post by Cayman Ag
scikit-learn.org/stable/modules/linear_model.html
The formula is the following: min (sub w) || Xw - y|| sub 2 super 2
I understand that we are trying to choose w to minimize the residual sum of squares xw-y.
I don't understand what the subscript 2 (following the absolute value symbol) refers to.
Thank you.
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