python3 linearregression.py

# w = (A^T)^+b = ((X^T)X)^+(X^T)y 

import numpy as np 
import matplotlib.pyplot as plt

x = [0, 1, 2]
X = np.array([x]).T

y = [0, 1, 2]
Y = np.array([y]).T

# Building Xbar 
one = np.ones((X.shape[0], 1))
Xbar = np.concatenate((one, X), axis = 1)

# Calculating weights of the fitting line 
A = np.dot(Xbar.T, Xbar)
b = np.dot(Xbar.T, y)
w = np.dot(np.linalg.pinv(A), b)
# Preparing the fitting line 
w_0 = w[0][0]
w_1 = w[1][0]