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<?php
declare (strict_types = 1);
namespace Phpml\Regression;
use Phpml\Math\Matrix;
class LeastSquares implements Regression
{
/**
* @var array
*/
private $samples;
private $targets;
* @var float
private $intercept;
private $coefficients;
* @param array $samples
* @param array $targets
public function train(array $samples, array $targets)
$this->samples = $samples;
$this->targets = $targets;
$this->computeCoefficients();
}
* @param array $sample
*
* @return mixed
public function predict($sample)
$result = $this->intercept;
foreach ($this->coefficients as $index => $coefficient) {
$result += $coefficient * $sample[$index];
return $result;
* @return array
public function getCoefficients()
return $this->coefficients;
* coefficient(b) = (X'X)-1X'Y.
private function computeCoefficients()
$samplesMatrix = new Matrix($this->samples);
$targetsMatrix = new Matrix($this->targets);
$ts = $samplesMatrix->transpose()->multiply($samplesMatrix)->inverse();
$tf = $samplesMatrix->transpose()->multiply($targetsMatrix);
$this->coefficients = $ts->multiply($tf)->getColumnValues(0);
$this->intercept = array_shift($this->coefficients);