gemseo.mlearning.linear_model_fitting.linear_regression module#

Scikit-learn linear regression algorithm.

class LinearRegression(settings=None)[source]#

Scikit-learn linear regression algorithm.

Given the linear model fitting problem presented in this page, this algorithm solves an ordinary least squares problem of the form:

\[\min_w \|Xw-y\|_2^2\]

where \(\|Xw-y\|_2\) is the \(\ell_2\)-norm of the residual \(Xw-y\).

The solution of this problem is \(w^*=(X^\top X)^{-1}X^\top y\).

Initialize self. See help(type(self)) for accurate signature.

Parameters:: settings (SettingsType | None) -- The settings of the linear model fitting algorithm. If None, use a default instance of Settings.