why gradient descent when we can solve linear regression analytically

Question

what is the benefit of using Gradient Descent in the linear regression space? looks like the we can solve the problem (finding theta0-n that minimum the cost func) with analytic

Answer 1

When you use the normal equations for solving the cost function analytically you have to compute:

Where X is your matrix of input observations and y your output vector. The problem with this operation is the time complexity of calculating the inverse of a nxn matrix which is O(n^3) and as n increases it can take a very long time to finish.

When n is low (n < 1000 or n < 10000) you can think of normal equations as the better option for calculation theta, however for greater values Gradient Descent is much more faster, so the only reason is the time :)