A geometrical view of the solution
The space has one axis for
each training case.
So the vector of target values
is a point in the space.
Each vector of the values of
one component of the input is
also a point in this space.
The input component vectors
span a subspace, S.
A weighted sum of the
input component vectors
must lie in S.
The optimal solution is the
orthogonal projection of the
vector of target values onto S.
input vector
3.1  4.2
1.5  2.7
0.6  1.8
component
vector