func TestBeta(t *testing.T) {
X := [][]float64{{1, 0, 5}, {2, 5, 4}, {3, 6, 5}, {8, 1, 1}}
y := []float64{1, 0.5, 0.75, 0.2}
beta := LinearRegression(X, y)
fmt.Println(y)
fmt.Println(matrix.VecMult(X, beta))
}
func TestSimple(t *testing.T) {
X := [][]float64{{1, 0}, {1, 0.5}, {1, 1}, {1, 1.5}}
y := []float64{0.3, 0.4, 0.55, 0.6}
beta := LinearRegression(X, y)
fmt.Println(y, beta)
fmt.Println(matrix.VecMult(X, beta))
}
func TestCancer(t *testing.T) {
X, y := datasets.Load("cancer")
datasets.RandomShuffle(X, y)
XTrain, XTest := X[:67], X[67:]
yTrain, yTest := y[:67], y[67:]
beta := LinearRegression(XTrain, yTrain)
// validate on held out data
yPred := matrix.VecMult(XTest, beta)
fmt.Println("cancer error", metrics.MeanSquaredError(yPred, yTest))
}
func LinearRegression(X [][]float64, y []float64) []float64 {
Sxx := matrix.MatDirtyInverse(matrix.MatMultTrans(X, X))
Sxy := matrix.VecMultTrans(X, y)
beta := matrix.VecMult(Sxx, Sxy)
return beta
}