线性回归-正规方程(解析解)

import numpy
import matplotlib.pyplot as plt

if __name__ == '__main__':
    data = numpy.loadtxt('data1.txt', delimiter=',')
    x = numpy.c_[numpy.ones(len(data[:, :-1])), data[:, :-1]]
    y = numpy.c_[data[:, -1]]
    # theta = (X^T*X)^(-1)  *  (X^T*y)
    # (X^T*X)*theta = (X^T*y)这个方程叫正规方程组
    # 正规方程组的解叫线性回归的闭式解（也叫解析解）
    theta = numpy.dot(numpy.linalg.inv(numpy.dot(x.T, x)), numpy.dot(x.T, y))
    print(theta)