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Replace matrix inversion with linear system solving #11

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f4str opened this issue Sep 28, 2021 · 0 comments
Open

Replace matrix inversion with linear system solving #11

f4str opened this issue Sep 28, 2021 · 0 comments
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bug Something isn't working enhancement New feature or request

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@f4str
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f4str commented Sep 28, 2021

Inverting a matrix is not numerically stable. For linear regression and ridge regression, replace all matrix inversion operations with np.linalg.solve.

@f4str f4str added bug Something isn't working enhancement New feature or request labels Sep 28, 2021
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