Method Add

library/cpp/linear_regression/linear_regression.cpp:25–46

}

bool TFastLinearRegressionSolver::Add(const TVector<double>& features, const double goal, const double weight) {
    const size_t featuresCount = features.size();

    if (LinearizedOLSMatrix.empty()) {
        LinearizedOLSMatrix.resize((featuresCount + 1) * (featuresCount + 2) / 2);
        OLSVector.resize(featuresCount + 1);
    }

    AddFeaturesProduct(weight, features, LinearizedOLSMatrix);

    const double weightedGoal = goal * weight;
    double* olsVectorElement = OLSVector.data();
    for (const double feature : features) {
        *olsVectorElement += feature * weightedGoal;
        ++olsVectorElement;
    }
    *olsVectorElement += weightedGoal;

    SumSquaredGoals += goal * goal * weight;

    return true;
}

bool TLinearRegressionSolver::Add(const TVector<double>& features, const double goal, const double weight) {
    const size_t featuresCount = features.size();