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Task/Polynomial-regression/Sidef/polynomial-regression.sidef

@@ -0,0 +1,18 @@
+var Matrix = require('Math::Matrix');
+
+func regress(x, y, degree) {
+    var x_data = x.map { |xi| (0..degree).map { |pow| (xi**pow).to_f } };
+
+    var mx = Matrix.new(x_data...);
+    var my = Matrix.new(y.map{[_]}...);
+
+    mx.transpose.multiply(mx).invert.multiply(mx.transpose).multiply(my).transpose;
+}
+
+var betas = regress(
+    [0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10],
+    [1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321],
+    2
+);
+
+betas.print;