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by spinstate
1391 days ago
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It looks pretty good, but I’d love to see you make better use of the routines already in numpy. In particular, I see you are solving the OLS problem using direct inversion when you already have QR and SVD available to just call. There are other simple things that can do a lot for your results, centering, scaling, etc, too. I guess it works well enough for small well behaved problems as is though. |
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