If $(mathbf{X^top}mathbf{X})^{-1}$ is non-invertible(singular)
Reasons of singular matrix:
-
redundant features ($x^{(i)}$s are linearly dependent)
- for example, $x_1$ is size in feet square, meanwhile, $x_2$ is size in meter square. For all data, $x_1 = (3.28)^2x_2$ will lead to a non-invertible $(mathbf{X^top}mathbf{X})^{-1}$
-
Too many features, i.e. $mlt n$
- We have $m$ conditions(data) but if there were $n$ unknowns and $n$ is greater than $m$, the solution can not be solve.
- To solve the problem, delete some features, or use regularization.
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