Machine Learning, Linear Regression, Data Science, Artificial Intelligence.
initialization betas = np.random.uniform(size=x.shape[1]) # Coordinate descent for n_iter iterations for i in range(n_iter): # Minimizing one coordinate at a time for j in range(X.shape[1]): x_j = X[:,j].reshape(-1,1) x_minus_j = np.delete(X,j,1) betas_minus_j = np.delete(betas, j) z_j = int((x_j.T