Multivariate Multiple Least Squares.

the dependent variable has more than 1 dimension.

1.1. (Multivariate Least Squares) A data set consists of m data pairs (mahyn : 1:...,m, Where :1: E R\" is the independent variable, and y E R1 is the depen dent variable. Denote the design matrix by X dif [33(1},...,:13{m)]T, and let Y df [3;(1), - - - ,y(m)]T. Please compute the optimal solution for G), Where E) E R\"! is the parameter matrix you want to get, and J(9) is the sqaure loss. Hint: Hopefully you can write down the square toss without confusion. Just in case, we will write it as 1 MG) : if: ((8%:er _ yin)? i=1 j=1