Computational Thinking, Python, Linear Algebra, Linear Regression, Jupyter Notebook.
scipy.linalg.cholesky(A.T @ A) w = scipy.linalg.solve_triangular(R, A.T @ b, trans='T') return scipy.linalg.solve_triangular(R, w) %timeit coeffs_chol = ls_chol(trn_int, y_trn) 111 µs ± 272 ns per loop (mean ± std. dev. of 7 runs, 10000 loops each) coeffs_chol = ls_chol(trn_int, y_trn)