""" Ordinary Least Squares ====================== Simple Ordinary Least Squares example, we draw the linear least squares solution for a random set of points in the plane. """ import numpy as np import pylab as pl from scikits.learn import glm # this is our test set, it's just a straight line with some # gaussian noise xmin, xmax = -5, 5 n_samples = 100 X = [[i] for i in np.linspace(xmin, xmax, n_samples)] Y = 2 + 0.5 * np.linspace(xmin, xmax, n_samples) \ + np.random.randn(n_samples, 1).ravel() # run the classifier clf = glm.LinearRegression() clf.fit(X, Y) # and plot the result pl.scatter(X, Y, color='black') pl.plot(X, clf.predict(X), color='blue', linewidth=3) pl.show()