Created
November 26, 2013 14:26
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linear regression
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| require 'narray' | |
| require 'rational' | |
| phi = NMatrix.object(3,4).collect!{ Rational(rand(10)) } | |
| t = NVector.float(4).collect!{ Rational(rand(10)) } | |
| w = (phi.transpose * phi).lu.solve(phi.transpose * t) |
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