Image for Least mean squares

Least mean squares

Least Mean Squares (LMS) is a mathematical method used to minimize errors in predictions or estimates. Imagine trying to find the best-fitting line through a scatter of points on a graph. LMS adjusts the line by reducing the average of the squared differences between the actual points and the predicted values. By iteratively updating its parameters, it aims to make these differences as small as possible. This technique is commonly used in fields like signal processing, machine learning, and finance to improve forecasts and enhance understanding of complex data relationships.