Why Is the First Derivative Zero in Least Squares Optimization?

In summary, the conversation discusses the theory of least square and the discovery that the derivative of the error summation between the predicted line points and the true data is equal to zero. This is likely due to the fact that this method finds the line that minimizes the sum square of errors, and at an extremum, the derivative of the function is zero. The other participant mentions the need for a proof of this fact, but it is unclear if one has been found or not.
  • #1
Amany Gouda
29
0
Hello Sir,

I would studying the theory of least square and I find that the derivative of the error summation between the predicated line points and the true data is equal zero. Why the first derivative is equal zero?
 
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  • #2
Amany Gouda said:
Hello Sir,

I would studying the theory of least square and I find that the derivative of the error summation between the predicated line points and the true data is equal zero. Why the first derivative is equal zero?
I'm partly guessing exactly what you did, but I suggest it is because the method finds the line that minimises the sum square of errors, and when a smooth function is at a maximum or minimum the slope (derivative) of the function is zero.
 
  • #3
You are right, I have the same opinion regarding the answer. But is there a prove to this fact?
 
  • #4
Amany Gouda said:
You are right, I have the same opinion regarding the answer. But is there a prove to this fact?
A proof of which fact? That at an extremum the derivative is zero?
 
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Likes Amany Gouda
  • #5
Unfortunately, there is a prove but I didn't reach to it.
 
  • #6
Amany Gouda said:
Unfortunately, there is a prove but I didn't reach to it.
What does this mean? Did you find a proof but were unable to follow the logic of it?
 

Related to Why Is the First Derivative Zero in Least Squares Optimization?

1. What is the least square method?

The least square method is a mathematical technique used to find the best fit line for a set of data points. It minimizes the sum of the squared differences between the actual data points and the predicted values from the line of best fit.

2. When is the least square method used?

The least square method is commonly used in regression analysis to determine the relationship between two variables. It is also used in various fields such as economics, physics, and engineering to estimate unknown parameters from a set of data.

3. How does the least square method work?

The least square method works by finding the line of best fit that minimizes the sum of the squared differences between the actual data points and the predicted values. This is done by calculating the slope and intercept of the line using the formula: y = mx + b, where m is the slope and b is the intercept. The values of m and b are then adjusted until the sum of the squared differences is minimized.

4. What are the assumptions of the least square method?

The least square method assumes that the data points are normally distributed, and that the relationship between the variables is linear. It also assumes that there are no significant outliers in the data and that the errors are independent and have equal variance.

5. What are the advantages of using the least square method?

The least square method is a simple and effective way to find the best fit line for a set of data points. It also provides a measure of how well the line fits the data through the calculation of the residual sum of squares. Additionally, the least square method is widely used and well understood, making it a reliable tool for data analysis.

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