Computational Linear Algebra 8: Numba, Polynomial Features, How to Implement Linear Regression
Predicting health outcomes on a diabetes data set with least squares linear regression:
- Linear regression in sklearn
- Polynomial Features
- Speeding up with Numba
- Regularization and Noise
How to implement linear regression yourself:
- How did Scikit Learn do it?
- Naive solution
- Normal equations and Cholesky factorization
- QR factorization
- SVD
- Timing Comparison
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