Python Question
SciKit Learn - Mathematical model behind linear regression?
What mathematical model does the Linear Regression function use in scikit learn? The Ordinary Least Squares model has more than one way to minimize the cost function. I've found the form of the function it solves here, but I'm also interested which method it uses exactly. Can anyone elaborate? Thank you!
Answer
You can basically hunt around the source code enough, and you'll find it.
In
base.py, you can find it useslinal.lstsq.In
linalg.py, you can see thatlstsquses thedglelsdfamily.This family is SVD-related. It uses SVD to solve the original problem.
Source (Stackoverflow)