uf3.regression.least_squares.linear_least_squares

linear_least_squares(x, y)

Solves the linear least-squares problem Ax=y. Regularizer matrix should be concatenated to x and zero-values padded to y.

Parameters

• x (np.ndarray) – input matrix of shape (n_samples, n_features).

• y (np.ndarray) – output vector of length n_samples.

Returns

coefficients.

Return type

solution (np.ndarray)