In linear regression we’ve talked about, we found optimum theta by iterating with gradient descent.
The “Normal Equation” is a method of finding the optimum theta without iteration.
Comparison of gradient descent and normal equation
|Gradient Descent||Normal Equation|
|Needs to choose alpha||No need to choose alpha|
|Needs many iterations||No need to iterate|
|Works well when n is large||Slow if n is very large|