线性回归 岭回归

import numpy as np


class Solution:

    def inverse_matrix(self, matrix):
        u, s, vh = np.linalg.svd(matrix, full_matrices=False)
        # print(u, s, vh)
        c = np.linalg.multi_dot([u * s, vh])
        inverse = np.linalg.multi_dot([vh.T * 1 / s, u.T])
        return inverse

    def linear_regression(self, test, data, label):
        y = np.array(label)
        x_test = np.array(test)
        x = np.array(data)
        row_nums = x.shape[0]
        x_1 = np.ones(row_nums)
        x = np.c_[x, x_1]
        e = np.identity(row_nums)
        w = np.linalg.multi_dot([self.inverse_matrix(np.dot(x.T, x) + 0.2 * e), x.T, y.T]) # 核心公式，参考 景老师 上课推导的公式
        f_x = np.dot(x_test.T, w)
        return f_x