optimizer.lin_reg.LinearRegression

optimizer.lin_reg.LinearRegression(self, optimizer)

Methods

Name Description
regress solve the linear regression problem

regress

optimizer.lin_reg.LinearRegression.regress(lam=0.001, maxbatch=5000)

solve the linear regression problem y = Φ A where Φ is the design matrix and A is the coefficient matrix A = (Φ^T Φ + λ I)^{-1} Φ^T y