Stable ols

[PuneetGrov3r]

Description

Added new features to OLS function. Now you can also use SVD and QR decompostion
methods to for Linear Regression.

Related issues or pull requests

It is related to issue #56, 'Numerically Stable OLS'.
Applies #56

Pull Request Checklist

• Added a note about the modification or contribution to the ./docs/sources/CHANGELOG.md file (if applicable)
• Added appropriate unit test functions in the ./mlxtend/*/tests directories (if applicable)
• Modify documentation in the corresponding Jupyter Notebook under mlxtend/docs/sources/ (if applicable)
• Ran PYTHONPATH='.' pytest ./mlxtend -sv and make sure that all unit tests pass (for small modifications, it might be sufficient to only run the specific test file, e.g., PYTHONPATH='.' pytest ./mlxtend/classifier/tests/test_stacking_cv_classifier.py -sv)
• Checked for style issues by running flake8 ./mlxtend

[coveralls]

Coverage increased (+0.02%) to 92.258% when pulling 9bb684c on PuneetGrov3r:stable-ols into 115278b on rasbt:master.

[rasbt]

Thanks for the PR. Looks great so far. Here are some additional suggestions

[rasbt]

Thanks for adding the descriptions to the notebook! I refined these a little bit, please have a look if they sound good to you.

Btw., I removed a bunch of these references, because I didn't know where they should be cited (there were no citation indicators in the notebook before). Currently, I only cite ELS for QR factorization and Strang for the SVD approach. However, if the other citations you had fit for additional sections, please add back the references with citation numbers where appropriate.

Otherwise, if this looks good to you, I'd be happy to merge this once the unit tests pass. Thanks!

[PuneetGrov3r]

Looks Great!

Btw., I removed a bunch of these references, because I didn't know where they should be cited (there were no citation indicators in the notebook before). Currently, I only cite ELS for QR factorization and Strang for the SVD approach. However, if the other citations you had fit for additional sections, please add back the references with citation numbers where appropriate.

Should we add something on matrices being ill-conditioned? Like this:
https://ece.uwaterloo.ca/~dwharder/NumericalAnalysis/04LinearAlgebra/illconditioned/

[rasbt]

Sure, good point, we could add a reference via the link you cited. I.e.,

... are ill-conditioned [3].

References

• ...
• [3] https://ece.uwaterloo.ca/~dwharder/NumericalAnalysis/04LinearAlgebra/illconditioned/

I believe this will be very useful to many users.

[PuneetGrov3r]

Done

[rasbt]

Thanks for finding and adding this reference. I have some suggestions with regard to adding it. See below. Thanks!

[rasbt]

Thanks for the changes and the whole PR! Should be good to merge now.

[PuneetGrov3r]

Thanks @rasbt for being so cooperative and patient!
Will be making more contributions to library soon!