linear_regression.least_squares

linear_regression.least_squares(X, y)

Perform least squares regression. Finds coefficients w such that Xw ~= y

Parameters:

Xnp.array, shape (n_samples, n_features)

The input data

ynp.array, shape (n_samples)

The input targets

Returns:

wnp.array, shape (n_features)

The predicted regression coefficients