linearRegression.hhs

linearRegression.hhs

class LinearRegression {
    w: Mat;
    constructor() { }

    //x: M-by-N matrix. M data with N dimensions. Each row is an N-dim vector
    //y: M-by-1 matrix
    fit(x_: Mat, y_: Mat) : LinearRegression{
        let y = y_;        
        if (y_.rows != 1 && y_.cols == 1) {y = y_.T();}  //check the dimension of y
        var x = x_.resize(x_.rows, x_.cols + 1, 1);   //expan x_ with one more column with 1
        this.w = ( (X.T() * X)^-1 ) * X.T() * y   //calculate w = (X.T() * X)^-1 * X.T() * y
        return this;
    }

    //x: M-by-N matrix. M data with N dimensions. Each row is an N-dim vector
    //
    predict(x_: Mat):mat {
        let x = x_.resize(x_.rows, x_.cols + 1, 1); //expan x_ with one more column with 1
        return x*(this.w); 
    }
}