AmazaspShumik/MapReduce-Machine-Learning

Linear regression needs to be explained

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Can you please explain, or at least provide a link for the paper which describes how to use Cholesky decomposition for linear regression, as you did in your code?

def cholesky_solution_linear_regression(x_t_x,x_t_y):
'''
Finds parameters of regression through Cholesky decomposition,
given sample covariance of explanatory variables and covariance