Implements linear_model.LinearRegression

[Fernadoo]

What do these changes do?

Here is a draft PR.

• Implement learn.linear_model.LinearRegression.
• Align with sklearn::0.24.x.
• Replace spicy.lstsq with closed form solutions via mars.tensor, but still cannot catch LinAlgError by singular matrices
• Thus only pass 18/30 tests, 3 of which are highly related to sparse/csr issues.
• Remain many np/scipy operations to be replaced.

Related issue number

[hekaisheng]

Thanks for your contribution, could you add licenses at the head of new files?

[Fernadoo]

Thanks for your contribution, could you add licenses at the head of new files?

Sure

[Fernadoo]

Hi @hekaisheng, so far I have added license for new files and replaced np operators with mt operators. The pytest suggests '16 failed, 14 passed, 10 warnings in 57.04s'.
Still on the way of debugging 😵

[hekaisheng]

Hi @hekaisheng, so far I have added license for new files and replaced np operators with mt operators. The pytest suggests '16 failed, 14 passed, 10 warnings in 57.04s'.
Still on the way of debugging 😵

Great! I will take a look at it in this week.

[Fernadoo]

Have passed all tests except sparse/csr related functionalities.

[Fernadoo]

Hi @hekaisheng, can I extend job timeout threshold to something longer, like 150min?, https://github.com/mars-project/mars/pull/2260/checks?check_run_id=3279790160

[hekaisheng]

Hi @hekaisheng, can I extend job timeout threshold to something longer, like 150min?, https://github.com/mars-project/mars/pull/2260/checks?check_run_id=3279790160

The test job for learn costs less than 60 minutes on master, it seems unreasonable that your cases need more than one hour

[Fernadoo]

Hi @hekaisheng, can I extend job timeout threshold to something longer, like 150min?, https://github.com/mars-project/mars/pull/2260/checks?check_run_id=3279790160

The test job for learn costs less than 60 minutes on master, it seems unreasonable that your cases need more than one hour

Oh sorry I didnt see your msg

[Fernadoo]

Hi @hekaisheng, can I extend job timeout threshold to something longer, like 150min?, https://github.com/mars-project/mars/pull/2260/checks?check_run_id=3279790160

The test job for learn costs less than 60 minutes on master, it seems unreasonable that your cases need more than one hour

Oh sorry I didnt see your msg

It runs for less then 20mins in my local laptop, not sure what's going on here, lets just re-run the tests

[hekaisheng]

It's better to use the fixture setup for tests, just pass setup to your test functions. For example:

def test_linear_regression(setup):

[hekaisheng]

I left some comments and please add some cases to increase the coverage.

[Fernadoo]

Hi @hekaisheng, it seems all good 😇. Anything else to refine? Also, do I need to open another non-draft PR or you can directly merge this one?

[qinxuye]

LGTM

[hekaisheng]

LGTM