chore: import upstream snapshot with attribution

2026-07-13 13:30:25 +08:00
commit f19b2512d7
562 changed files with 38082 additions and 0 deletions
@@ -0,0 +1,48 @@
+import numpy as np
+from prml.linear.regression import Regression
+
+
+class LinearRegression(Regression):
+    """
+    Linear regression model
+    y = X @ w
+    t ~ N(t|X @ w, var)
+    """
+
+    def fit(self, X:np.ndarray, t:np.ndarray):
+        """
+        perform least squares fitting
+
+        Parameters
+        ----------
+        X : (N, D) np.ndarray
+            training independent variable
+        t : (N,) np.ndarray
+            training dependent variable
+        """
+        self.w = np.linalg.pinv(X) @ t
+        self.var = np.mean(np.square(X @ self.w - t))
+
+    def predict(self, X:np.ndarray, return_std:bool=False):
+        """
+        make prediction given input
+
+        Parameters
+        ----------
+        X : (N, D) np.ndarray
+            samples to predict their output
+        return_std : bool, optional
+            returns standard deviation of each predition if True
+
+        Returns
+        -------
+        y : (N,) np.ndarray
+            prediction of each sample
+        y_std : (N,) np.ndarray
+            standard deviation of each predition
+        """
+        y = X @ self.w
+        if return_std:
+            y_std = np.sqrt(self.var) + np.zeros_like(y)
+            return y, y_std
+        return y