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olooney/normal_equations.py

Created May 13, 2019 19:20
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normal_equations.py
X = np.hstack([np.ones(shape=(23, 1)), np.random.normal(size=(23, 2))])
Theta = np.array([0.5, +0.1, -0.2]).reshape( (3, 1) )
Y = X @ Theta + np.random.normal(0, 0.1, size=(23, 1))
Theta_hat = np.linalg.inv(X.T @ X) @ X.T @ Y
Theta_hat
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