class LinearRegression::AlternatingLeastSquares

Public Instance Methods

train(entries) click to toggle source
# File lib/linear_regressions.rb, line 42
def train(entries)
    label = entries.map{|e| e[:label] }
    features = entries.map{|e| e[:features] }.map{|e| e+[1] }

    @dimension = features[0].size

    y = Matrix[label].t
    x = Matrix[*features]

    @beta = (x.t * x).inv * x.t * y
end