I am working with linear regression and I would like to know the Time complexity in big-O notation. The cost function of linear regression without an optimisation algorithm (such as Gradient descent) needs to be computed over iterations of the weight combinations (as a brute force approach). This makes computation time dependent on the number of weights and obviously on the number of training data.
If $n$ is the number of training data, $W$ is the number of weights and each resolution of the weight space is set to $m$ meaning that each weight will iterate through $m$ number of possible values. Then the time complexity of this linear regression is
Is this correct?