Question: Please follow the instructions and implement codes The least squares regression coefficients can be calculated via the closed form solution: =(XTX)1XTY=(XTX)1XTY First try it out
Please follow the instructions and implement codes
The least squares regression coefficients can be calculated via the closed form solution:
=(XTX)1XTY=(XTX)1XTY
First try it out with using np.dot (anywhere there is a matrix multiplication) and np.inv (anywhere there is a matrix inversion. (as a note, matrix transposition is accomplished with .T)
Next, compare using np.linalg.lstsq -- numpy's built in least squares regression (that is much more stable than using the matrix inversion f
#Least Squares Estimation Goes Here
#TODO replace the np.zeros() with the correct code
def calculate_weights_with_linear_algebra(X: np.array, Y: np.array) -> np.array: return None
def calculate_weights_with_library(X: np.array, Y: np.array) -> np.array: return None
B_raw = calculate_weights_with_linear_algebra(X,Y) B_lstsq = calculate_weights_with_library(X,Y)
#This should be small, mostly in the 1e-13 to 1e-14 range print(B_raw-B_lstsq)
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
