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Use least_squares solver from ndarray-linalg #114

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Use least_squares solver from ndarray-linalg #114

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janmarthedal
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Use the least squares solver from ndarray-linalg instead of solving the normal equations explicitly.

Note that version 0.13 of ndarray-linalg is needed so that the Lapack trait includes LeastSquaresSvdDivideConquer_ (commit rust-ndarray/ndarray-linalg@3c951ff).

Resolves #25

@janmarthedal janmarthedal marked this pull request as draft April 3, 2021 08:50
@janmarthedal
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Since this PR depends on version 0.13 of ndarray-linalg, I guess it makes more sense to handle that update in a separate PR?

Related #110

@bytesnake
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any reason why you closed this? I was afk till yesterday because of Easter and there are more pressuring issues right now, but your PR is on my todo list. I would first finish the ndarray update before merging though.

@janmarthedal
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@bytesnake I closed it because I realized that I had handled the ndarray version update very poorly. I thought that it would be cleaner/nicer to submit a new PR after #110 had been merged.

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Improve Linear Regression: Use ndarray-linalg's lstsq, improve names and follow conventions
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