设有方程组Xβ=Y,求解β
设y=2*x0 + 3*x1 + 1
当X = [ [1, 1, 1],
[1, 2, 1],
[2, 1, 1]]时
β=[ [x0], [x1], [x2] ]
Y=[ [6], [9], [8] ]
用numpy求解:
from numpy import linalg import lstsq
print lstsq(X, Y)[0]#输出的为β
用sklearn:
model = linearRegression()
model.fit(X, Y)
x2 = [ [1,2,3] ]
y2 = model.predict(x2)