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Linear regression #52

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merged 7 commits into from Jul 19, 2014

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njern commented Jul 19, 2014

An implementation of linear regression, accompanied by unit tests & benchmarks.

Includes some test data (exams.csv / exam.csv) from here

Tested & compared results using the online calculator available here and results seem to match. Meaning, either my implementation is correct or I have re-implemented the same bugs as xuru.org... 😄

It's also reasonably fast. Single-threaded on my machine:

BenchmarkLinearRegressionOneRow  5000000           326 ns/op
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njern commented Jul 19, 2014

One thing to note here is that I slightly diverged from previous the Fit() / Predict() interface by returning errors from both. I think this would be a great refactoring in other parts of the library as well... but please let me know what you think.

sjwhitworth added a commit that referenced this pull request Jul 19, 2014

@sjwhitworth sjwhitworth merged commit 222b0ab into sjwhitworth:master Jul 19, 2014

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@njern njern referenced this pull request Jul 20, 2014

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Add benchmark #53

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