[py] linear regression

linregr.py

#Evaluate the linear regression
def compute_cost(X, y, theta):
    '''
    Comput cost for linear regression
    '''
    #Number of training samples
    m = y.size

    predictions = X.dot(theta).flatten()

    sqErrors = (predictions - y) ** 2

    J = (1.0 / (2 * m)) * sqErrors.sum()

    return J


def gradient_descent(X, y, theta, alpha, num_iters):
    '''
    Performs gradient descent to learn theta
    by taking num_items gradient steps with learning
    rate alpha
    '''
    m = y.size
    J_history = zeros(shape=(num_iters, 1))

    for i in range(num_iters):

        predictions = X.dot(theta).flatten()

        errors_x1 = (predictions - y) * X[:, 0]
        errors_x2 = (predictions - y) * X[:, 1]

        theta[0][0] = theta[0][0] - alpha * (1.0 / m) * errors_x1.sum()
        theta[1][0] = theta[1][0] - alpha * (1.0 / m) * errors_x2.sum()

        J_history[i, 0] = compute_cost(X, y, theta)

    return theta, J_history