Linear Model the Machine Learning Way
When Machine Learning meets Econometrics, and conversely
Published in
6 min readMar 2, 2022
Motivation
The Ordinary Least Squares model (OLS) is a central building block in Machine Learning (ML). OLS is also used everywhere in Social Sciences. I come from an Economics background and I was initially a bit puzzled by the way the ML textbooks solve OLS. In this blog…