How Singular Value Decomposition Stabilizes Linear Regression
When you’re working with linear regression, especially in high-dimensional settings or with correlated predictors, you’ll inevitably encounter numerical instability issues that make standard solutions unreliable or impossible to compute. The classic normal equations approach—solving (X^T X)β = X^T y for the coefficients β—breaks down when X^T X is singular, near-singular, or poorly conditioned. This is … Read more