webshap/dist/explainer/lstsq.d.ts

Explain any ML models anywhere

/**
 * Weighted least square solver
 * @author: Jay Wang
 */
import math from '../../src/utils/math-import';
/**
 * Solves linear least squares problems for given input matrix `x`,
 * target matrix `y`, and weight matrix `w`.
 * The solution is (X'WX)^(-1)X'WY
 *
 * @param x - The input matrix, with shape (m, n)
 * @param y - The target matrix, with shape (m, 1)
 * @param w - The weight matrix, with shape (m, 1) or (m, m)
 * @returns - The matrix with the shape (n, 1), representing the solution of
 * the linear least squares problem.
 * @throws Error - If x and y have different number of samples, y has more
 * than one column, or the size of w is neither (m ,1) nor (m, m).
 */
export declare const lstsq: (x: math.Matrix, y: math.Matrix, w: math.Matrix) => math.Matrix;