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In the normal equation, we need to calculate the inverse of X.T.X matrix, what is the size of of the inv(X.T.X) matrix?

m X n, where m = training dataset size and n = number of features
n X m, where m = training dataset size and n = number of features
m X m, where m = training dataset size
n X n, where n = number of features

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1 Comment

Emma Orabelle

2 years ago

The size of the inv(X.T.X) matrix in the normal equation is n X n, where n is the number of features.