The Collaborative International Dictionary of English v.0.48:

Least \Least\ (l[=e]st), a. [OE. last, lest, AS. l[=ae]sast,
   l[=ae]sest, superl. of l[=ae]ssa less. See Less, a.] [Used
   as the superlative of little.]
   Smallest, either in size or degree; shortest; lowest; most
   unimportant; as, the least insect; the least mercy; the least
   space.
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   Note: Least is often used with the, as if a noun.
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               I am the least of the apostles.    --1 Cor. xv.
                                                  9.
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   At least, or At the least, at the least estimate,
      consideration, chance, etc.; being no less than; hence, at
      any rate; at all events; even. See However.
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            He who tempts, though in vain, at least asperses
            The tempted with dishonor.            --Milton.
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            Upon the mast they saw a young man, at least if he
            were a man, who sat as on horseback.  --Sir P.
                                                  Sidney.


   In least, or In the least, in the least degree, manner,
      etc. "He that is unjust in the least is unjust also in
      much." --Luke xvi. 10.

   Least squares (Math.), a method of deducing from a number
      of carefully made yet slightly discordant observations of
      a phenomenon the most probable values of the unknown
      quantities.

   Note: It takes as its fundamental principle that the most
         probable values are those which make the sum of the
         squares of the residual errors of the observation a
         minimum.
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WordNet (r) 3.0 (2006):

least squares
    n 1: a method of fitting a curve to data points so as to
         minimize the sum of the squares of the distances of the
         points from the curve [syn: least squares, method of
         least squares]