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 +1,44 @@
+import numpy as np
+from prml.linear.regression import Regression
+
+
+class RidgeRegression(Regression):
+    """
+    Ridge regression model
+
+    w* = argmin |t - X @ w| + alpha * |w|_2^2
+    """
+
+    def __init__(self, alpha:float=1.):
+        self.alpha = alpha
+
+    def fit(self, X:np.ndarray, t:np.ndarray):
+        """
+        maximum a posteriori estimation of parameter
+
+        Parameters
+        ----------
+        X : (N, D) np.ndarray
+            training data independent variable
+        t : (N,) np.ndarray
+            training data dependent variable
+        """
+
+        eye = np.eye(np.size(X, 1))
+        self.w = np.linalg.solve(self.alpha * eye + X.T @ X, X.T @ t)
+
+    def predict(self, X:np.ndarray):
+        """
+        make prediction given input
+
+        Parameters
+        ----------
+        X : (N, D) np.ndarray
+            samples to predict their output
+
+        Returns
+        -------
+        (N,) np.ndarray
+            prediction of each input
+        """
+        return X @ self.w