bench_polynomial_regression.rb

require 'matrix'
require 'benchmark'
 
def regress x, y, degree
  x_data = x.map { |xi| (0..degree).map { |pow| (xi**pow).to_f } }
 
  mx = Matrix[*x_data]
  my = Matrix.column_vector(y)
 
  ((mx.t * mx).inv * mx.t * my).transpose.to_a[0]
end



n= 1000
x = []
y = []
1.upto(n) do |i|
  x << i
  y << rand(10)
end

  

Benchmark.bm do |b|
  b.report("degree 6") { regress(x,y,6) }
  b.report("degree 8") { regress(x,y,8) }
  b.report("degree 10") { regress(x,y,10) }
  b.report("degree 12") { regress(x,y,10) }
  b.report("degree 15") { regress(x,y,10) }
end